Statistical arbitrage Samenvattingen, Aantekeningen en Examens

Busi 408 at UNC Chapel Hill's Kenan-Flagler Business School is taught by professor Chip Snively and Melissa Hart. This study guide contains the FULL PACKAGE for everything you need to know, including all class notes, midterm preparation (x2), final exam preparation, and notes from the textbook. It is crucial you do well in this course at it is the prerequisite for most other courses in the Business School, and corporate finance is the basic building block for your future career. Companies and bu...

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 Central...

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...

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...

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...

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...

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-...

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-...

CAIA Level 1 Exam Questions And Answers 100% Verified Define investment - answerInvestment is deferred consumption List the four major types of real assets other than land and other types of real estate. - answerNatural resources, commodities, infrastructure, and intellectual property. List the three major types of alternative investments other than real assets in the CAIA curriculum. - answerHedge funds, Private Equity, and Structured Products Name the five structures that differentiate ...

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 ...

CAIA Level II Questions and Answers 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. Macroeconomic factors, fundamental/style/invest...