CAIA Level I: An Introduction to Core Topics in Alternative Investments, 2nd Edition

Index

Abandonment option

Abnormal return persistence

Absolute priority

Absolute return products

Absolute return standard

Absolute return strategies

Abstract models

Accelerated depreciation

Acceleration

Access

Accountants

Accounting accruals

Accredited investor standard

Active activists

Active followers

Active initiators

Actively managed portfolio

Active management

Active return

Active risk

Activist investing

agendas

capital structure and dividend policy issues

corporate governance agenda

corporate governance battles

historical risk and returns

manager-shareholder conflicts of interest

mergers and divestitures

types of shareholder activists

Activists

Actual fund risk

Actual investment strategy

Adjustable-rate mortgages (ARMs)

amortization schedule

interest-rate cap

Advertising by investment advisers

Advisers Act

Advisory committees

Affinity fraud

After-tax approach

Agency conflicts

Agency costs

Agency risk

Agency theory

Aggregation

of fund risks

of internal rates of return

of profit and loss

Algorithms

Alpha See also Ex ante alpha; Ex post alpha

commingled with beta

cross-sectional return differential for

distinguishing/separating alpha and beta

empirical analysis of

estimating

fallacies in estimation of

in forward and futures contracts

generating with distressed securities

managed futures and

in new investment model

origination of

portable (see Portable alpha)

statistical analysis of

summary

through commodities exposure

in traditional asset allocation

and zero-sum game

Alpha drivers ...