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CAIA考試範圍 (2014/11/25 下午 12:04:48
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Ethics
• Professionalism, Integrity of Capital Markets
• Duties to Clients and Employers
• Investment Analysis, Recommendations, Actions, and Conflicts of Interest
Introduction to Alternative Investments
• What Is an Alternative Investment?
• The Environment of Alternative Investments
• Statistical Foundations
• Risk, Return and Benchmarking
• Correlation, Alternative Returns and
Performance Measurement
• Alpha and Beta
• Hypothesis Testing in Alternative Investments
Real Assets
• Land, Infrastructure and Intangible Real Assets
• Real Estate Fixed-Income Investments
• Real Estate Equity Investments
Hedge Funds
• Introduction to Hedge Funds
• Hedge Fund Returns and Asset Allocation
• Macro and Managed Futures Funds
• Event-Driven Hedge Funds
• Relative Value Hedge Funds
• Equity Hedge Funds
• Funds of Hedge Funds
Commodities
• Commodities: Applications and Evidence
• Commodity Futures Pricing Private Equity
• Introduction to Private Equity
• Equity types of Private Equity
• Debt types of Private Equity
Structured Products
• Credit Risk and the Structuring of Cash Flows
• Credit Derivatives
• Collateralized Debt Obligations
Risk Management and Portfolio Management
• Lessons from Hedge Fund Failures
• Risk Analysis
• Due Diligence of Fund Managers
• Regression, Multivariate and Nonlinear Methods
• Portfolio Optimization and Risk Parity
• Portfolio Management, Alpha, and Beta
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