September 2015
Intermediate to advanced
960 pages
35h 3m
English
book
Alternative Investments: CAIA Level I, 3rd Edition
by Donald R. Chambers, Mark J. P. Anson, Keith H. Black, Hossein Kazemi, CAIA Association
Content preview from Alternative Investments: CAIA Level I, 3rd Edition
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APPENDIX Data Sources
This appendix provides details regarding data sources, followed by details regarding the empirical analyses that are used throughout the book.
| Index Name and Description | Source | Granularity |
| MSCI Total Return Net World Free USD | Bloomberg | Monthly |
| Description: The MSCI World is a stock market index of more than 6,000 global stocks. It is maintained by MSCI Inc., formerly Morgan Stanley Capital International. | ||
| JPMorgan Global Aggregate Bond—Total Return Unhedged USD | Bloomberg | Monthly |
| Description: JPM Global Aggregate Bond Index (GABI) consists of the JPM GABI US, a U.S. dollar–denominated, investment-grade index spanning asset classes from developed to emerging markets, and extends the U.S. index to also include multicurrency, investment-grade instruments. Launched in November 2008, the JPM GABI represents nine distinct asset classes: Developed Market Treasuries, Emerging Market Local Treasuries, Emerging Markets External Debt, Emerging Markets Credit, U.S. Credit, Euro Credit, U.S. Agencies, U.S. MBS, and Pfandbriefe—represented by well-established JPMorgan indices. The JPM GABI US is constructed from more than 3,200 instruments issued from over 50 countries, and collectively represents US$8.6 trillion in market value. The JPM GABI is constructed from over 5,500 instruments issued from over 60 countries and denominated in more than 25 currencies, collectively representing US$20 trillion in market value. | ||
| Barclays U.S. Corporate High Yield Total ... | ||
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