Caia level ii - Study guides, Class notes & Summaries
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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 Level II Questions with solutions 2024
- Exam (elaborations) • 28 pages • 2024
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CAIA Level II
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CAIA Level II Exam Questions and Answers 100% Solved
- Exam (elaborations) • 183 pages • 2024
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CAIA Level II Exam
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CAIA Level II Exam Questions and Answers 100% Verified
- Exam (elaborations) • 214 pages • 2024
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CAIA Level II Exam Questions and 
Answers 100% Verified 
What advantage do multi-factor models have over single-factor models, such as the Capital 
Asset Pricing Model? - answerMulti-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. - answerMacroeconomic 
factors, fundamental/...
-
CAIA Level II Exam Questions and Answers 100% Verified
- Exam (elaborations) • 214 pages • 2024
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- $17.49
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CAIA Level II Exam Questions and 
Answers 100% Verified 
What advantage do multi-factor models have over single-factor models, such as the Capital 
Asset Pricing Model? - answerMulti-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. - answerMacroeconomic 
factors, fundamental/...
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CAIA Level II Exam I Questions and Answers
- Exam (elaborations) • 9 pages • 2024
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CAIA Level II Exam I Questions and Answers
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CAIA Level II Sample Exam 2024 Questions & Answers (GRADED A+)
- Exam (elaborations) • 13 pages • 2024
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Intuition of the Black-Derman-Toy interest rate model - ANSWER-Observed spot rates drive rate levels while implied rate volatilities drive rate spreads 
 
Understanding the intuition of imposing these two conditions helps in understanding the essence of the BDT model. The spot rates in the currently observed term structure drive the overall levels of the rates that are projected throughout the binomial tree. The implied volatilities of options trading on short‐term rates (i.e., interest rate c...
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CAIA LEVEL II EXAM QUESTIONS WITH COMPLETE SOLUTIONS
- Exam (elaborations) • 182 pages • 2024
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CAIA LEVEL II EXAM QUESTIONS WITH COMPLETE SOLUTIONS
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CAIA Level II Exam Questions With Verified Answers
- Exam (elaborations) • 37 pages • 2024
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5th percentile vs 25th percentile performance - Answer 5th percentile managers outperform in every comparison BUT 25th percentile managers' performance is more volatile --> even if 25th percentile managers outperform they tend to mean revert --> demonstrates the perils of choosing managers based on historical performance 
 
alternative asset performance evaluation - Answer unlike in traditional assets, alpha is difficult to define in alternatives investing; success can be defined as posit...
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CAIA Level II Exam Questions and Answers 100% Verified
- Exam (elaborations) • 214 pages • 2024
- Available in package deal
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- $16.49
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CAIA Level II Exam Questions and 
Answers 100% Verified 
What advantage do multi-factor models have over single-factor models, such as the Capital 
Asset Pricing Model? - answerMulti-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. - answerMacroeconomic 
factors, fundamental/...
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