| Topic 1 Institutional Asset Owners |
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Reading 1.1 Types of Asset Owners and the Investment Policy Statement
Reading 1.2 Foundations and the Endowment Model
Reading 1.3 Pension Fund Portfolio Management
Reading 1.4 Sovereign Wealth Funds
Reading 1.5 Family Offices and the Family Office Model
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| Topic 2 Asset Allocation |
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Reading 2.1 Asset Allocation Processes and the Mean-Variance Model
Reading 2.2 Total Portfolio Approach
Reading 2.3 Other Asset Allocation Approaches
Reading 2.4 Active Management
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| Topic 3 Risk and Risk Management |
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Reading 3.1 Hedging, Rebalancing, and Monitoring
Reading 3.2 Benchmarking and Performance Attribution
Reading 3.3 Applied Benchmarking
Reading 3.4 Liquidity and Funding Risks
Reading 3.5 Risk Measurement, Risk Management, and Risk Systems
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| Topic 4 Methods and Models |
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Reading 4.1 Modeling Overview and Fixed Income Models
Reading 4.2 Valuation and Hedging Using Binomial Trees
Reading 4.3 Multifactor Equity Pricing Models
Reading 4.4 Directional Strategies and Methods
Reading 4.5 Multivariate Empirical Methods and Performance Persistence
Reading 4.6 Relative Value Methods
Reading 4.7 Valuation Methods for Private Assets: The Case of Real Estate
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| Topic 5 Accessing Alternative Investments |
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Reading 5.1 Hedge Fund Replication
Reading 5.2 Diversified Access to Hedge Funds
Reading 5.3 Access to Real Estate and Commodities
Reading 5.4 The Risk and Performance of Private and Listed Assets
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| Topic 6 Due Diligence and Selecting Managers |
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Reading 6.1 Selection of a Fund Manager
Reading 6.2 Cases in Tail Risk
Reading 6.3 Investment Process Due Diligence
Reading 6.4 Operational Due Diligence
Reading 6.5 Due Diligence of Terms and Business Activities
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| Topic 7 Volatility and Complex Strategies |
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Reading 7.1 Volatility as a Factor Exposure
Reading 7.2 Volatility, Correlation, and Dispersion Products and Strategies
Reading 7.3 Complexity and Structured Products
Reading 7.4 Access through Private Structures
Reading 7.5 Complexity and the Case of Cross-Border Real Estate Investing
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| Topic 8 Universal Investment Considerations |
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Reading 8.1 Professionalism and Fiduciary Responsibilities
Reading 8.2 Global Regulation
Reading 8.3 Geopolitics
Reading 8.4 Sustainability and Alternative Investments
Reading 8.5 Sustainability Analysis and Application
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| Topic 9 Emerging Topics |
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Reading 9.1 Decentralized Finance: On Blockchain- and Smart Contract-Based Financial Markets
Reading 9.2 Web 3.0 Tokenization and Decentralized Finance (DeFi)
Reading 9.3 From ELIZA to ChatGPT: The Evolution of NLP and Financial Applications
Reading 9.4 Assessing Long-Term Investor Performance: Principles, Policies and Metrics
Reading 9.5 Value Creation in Private Equity
Reading 9.6 Cash for Calls: A Quantitative Approach to Managing Liquidity for Capital Calls
Reading 9.7 Takahashi-Alexander Revisited: Modeling Private Equity Portfolio Outcomes Using Historical Simulations
Reading 9.8 An Introduction to Portfolio Rebalancing Strategies
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CAIACAIA 수험정보과목 및 출제비중
