Statistical arbitrage Study guides, Revision notes & Summaries
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CAIA Level II Test Bank | Actual Questions and Answers 100% Verified by Expert | Latest Updated 2024
- Exam (elaborations) • 295 pages • 2024
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CAIA Level II Test Bank | Actual Questions and Answers 100% Verified by Expert | Latest Updated 2024 What advantage do multi-factor models have over single-factor models, such as the Capital Asset Pricing Model? 
Multi-factor models tend to explain systematic returns much better than do single-factor models. By doing so, multi-factor models are generally believed to produce better estimates of idiosyncratic returns. 
 
 
 
List the three major categories of factors that drive asset returns. 
Mac...
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CAIA Level 1 Exam Study Guide
- Exam (elaborations) • 113 pages • 2024
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CAIA Level 1 Exam Study Guide 
 
Define investment - Investment is deferred consumption 
 
List the four major types of real assets other than land and other types of real estate. - Natural 
resources, commodities, infrastructure, and intellectual property. 
 
List the three major types of alternative investments other than real assets in the CAIA 
curriculum. - Hedge funds, Private Equity, and Structured Products 
 
Name the five structures that differentiate traditional and alternative investm...
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CAIA Level II Exam Questions and Answers 100% Verified.
- Exam (elaborations) • 183 pages • 2024
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What advantage do multi-factor models have over single-factor models, such as the Capital Asset Pricing Model? - ANSWER-Multi-factor models tend to explain systematic returns much better than do single-factor models. By doing so, multi-factor models are generally believed to produce better estimates of idiosyncratic returns. 
 
List the three major categories of factors that drive asset returns. - ANSWER-Macroeconomic factors, fundamental/style/investment/dynamic factors, and statistical factors...
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CAIA - Chapter 1 Review Questions with Complete Solutions
- Exam (elaborations) • 2 pages • 2024
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CAIA - Chapter 1 Review Questions with 
 
Complete Solutions 
 
Define investment Investment is deferred consumption. 
 
List four major types of real assets other than land and other types of real estate. Natural 
resources, commodities, infrastructure and intellectual property 
 
List the three major types of alternative investments other than real assets in the CAIA 
curriculum Hedge Funds, Private Equity, Structured Products 
 
Name the five structures that differentiate traditional and alte...
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CFA Level 1 - 101 Must Knows 368 Questions with Verified Answers,100% CORRECT
- Exam (elaborations) • 54 pages • 2023
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CFA Level 1 - 101 Must Knows 368 Questions with Verified Answers 
 
Addition Rule of Probability - CORRECT ANSWER ADDITION: P(A or B) = P(A) + P(B) - P(AB) 
 
Roy's Safety First Criterion - CORRECT ANSWER Safety First Ratio = (E(R) - Rₜ) / σ 
 
Larger ratio is better 
 
If (Rₜ) is risk free rate, then it becomes Sharpe Ratio 
 
Sharpe Ratio - CORRECT ANSWER Sharpe Ratio = (E(R) - RFR) / σ 
 
Larger ratio is better 
 
If (Rt) is higher than RFR, then it becomes Safety First Ratio 
 
Centra...
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CAIA level 1 - Topic 2 Introduction to alts with Complete Solutions
- Exam (elaborations) • 15 pages • 2024
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4 types of alternative assets - ANSWER-Alternatives are defined by inclusion: 
Real Assets 
Hedge Funds 
Private Equity 
Structred products 
 
Real Assets - ANSWER-Direct ownership of non financial assets: 
- natural resources 
- commodities 
- real estate 
- land 
- infrastructure 
- IP (intellectual property) 
 
5 Structures of Alternatives - ANSWER-TRICS: 
- trading - marked by high skill & complex strategy (hedge fund) 
- regulatory - marked by lower government regulation and taxation ( 
- i...
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CAIA Level 1 Questions and Answers 100% Verified!!
- Exam (elaborations) • 61 pages • 2024
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- £11.96
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Define investment - ANSWER-Investment is deferred consumption 
 
List the four major types of real assets other than land and other types of real estate. - ANSWER-Natural resources, commodities, infrastructure, and intellectual property. 
 
List the three major types of alternative investments other than real assets in the CAIA curriculum. - ANSWER-Hedge funds, Private Equity, and Structured Products 
 
Name the five structures that differentiate traditional and alternative investments - ANSWER-...
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CAIA Level II Practice Exam Questions with Correct Answers
- Exam (elaborations) • 182 pages • 2024
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What advantage do multi-factor models have over single-factor models, such as the Capital Asset Pricing Model? Multi-factor models tend to explain systematic returns much better than do single-factor models. By doing so, multi-factor models are generally believed to produce better estimates of idiosyncratic returns. 
 
List the three major categories of factors that drive asset returns. Macroeconomic factors, fundamental/style/investment/dynamic factors, and statistical factors. 
 
What are the ...
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CAIA Level 1 Latest Updated Graded A+
- Exam (elaborations) • 61 pages • 2023
- Available in package deal
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- £12.61
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Define investment - ANSWER-Investment is deferred consumption 
 
List the four major types of real assets other than land and other types of real estate. - ANSWER-Natural resources, commodities, infrastructure, and intellectual property. 
 
List the three major types of alternative investments other than real assets in the CAIA curriculum. - ANSWER-Hedge funds, Private Equity, and Structured Products 
 
Name the five structures that differentiate traditional and alternative investments - ANSWER-...
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CAIA Level 1 Questions & Answers Correct 100%
- Exam (elaborations) • 72 pages • 2024
- Available in package deal
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- £11.80
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Define investment - Answer Investment is deferred consumption 
 
List the four major types of real assets other than land and other types of real estate. - Answer Natural resources, commodities, infrastructure, and intellectual property. 
 
List the three major types of alternative investments other than real assets in the CAIA curriculum. - Answer Hedge funds, Private Equity, and Structured Products 
 
Name the five structures that differentiate traditional and alternative investments - Answer ...
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