Anson, Mark Jonathan Paul.

CAIA level I : an introduction to core topics in alternative investments / CAIA level one CAIA level 1 Mark J.P. Anson ; the CAIA Association. - Hoboken, N.J. : Wiley, 2009. - xix, 645 p. : ill. ; 26 cm. - [Chartered alternative investment analyst series] Wiley finance series .

Includes bibliographical references and index.

What is an alternative asset class? -- Why alternative assets are important: beta drivers and alpha drivers -- The beta continuum -- Classic beta, bespoke beta, alternative beta, fundamental beta, cheap beta, active beta, and bulk beta -- Alpha vs. beta separation in the asset management industry -- The calculus of active management -- Real estate investment trusts -- Introduction to NCREIF and the NCREIF indices -- Real estate as an investment -- Core, value added and opportunistic real estate -- Introduction to hedge funds -- Establishing a hedge fund investment program.

9780470447024 (cloth) 0470447028 (cloth)

Portfolio management.


332.632 / A619

English |