CAIA Level II: Advanced Core Topics in Alternative Investments, 2nd Edition

Index

Absolute benchmarks

Absolute PPP

Access bias

Accredited investor

Accumulated benefit obligation (ABO)

Actionable risk management

Activist investment approach

Administration agreement

Administrative fees

Agency relationships

Agricultural products. See also Farmland investments

accessing returns

biofuels

direct ownership of land

reasons for increased demand

Algorithmic-based hedge fund replication

Alpha:

in commodities

estimating

in long/short equity strategies

manager

replication products as source of

Alternative betas

Alternative Investment Fund Managers Directive (AIFMD)

Alternative Investment Management Association (AIMA) due diligence questionnaire

Anchoring

Annual cropland

Anomalies

Appraisal-based indices

Appraisal-based returns

Arbitrage:

capital structure

cash-and-carry

convertible (see Convertible arbitrage)

cross-border

and ETFs

exchange-traded funds

fixed-income

latency

limits to

merger

smoothing and

Art investments

Asian currency crisis of 1997

Asness, Cliff

Asset allocation. See also Portfolio allocation; Portfolio design

bottom-up

with commodities

momentum-based

naïve allocation

pension plans

strategic

tactical

Asset Managers' Committee (AMC) best practices report

Assets under management (AUM)

Asset swaps

At-the-money bonds

At-the-money convertibles

Audited financial statements

Audit/reporting/payment due date obligations

Autocorrelation

Bache Commodity Index (BCI)

Backfill bias

Backtested performance records

Backwardation

Bad-leaver clause

Bailey criteria ...