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CAIA Level I: An Introduction to Core Topics in Alternative Investments, 2nd Edition by Hossein Kazemi, Keith H. Black, Donald R. Chambers, Mark J. P. Anson, CAIA Association

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PART Seven

Risk Management and Portfolio Management

This final section contains six chapters on risk management and portfolio management. The first chapter reviews major fund collapses and precedes two chapters on risk analysis and risk management at the fund level. These first three chapters directly or indirectly relate to the due diligence process by which an investor performs a thorough review of a prospective investment.

The last three chapters focus on portfolio management from the perspective of an asset allocator considering investments in both traditional and alternative investments. The first of these chapters focuses on multivariate applications relevant to portfolio management, and the second discusses quantitative portfolio modeling. The final chapter summarizes portfolio construction and management in the context of alpha and beta.

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