Level III Proposed Articles

Posted by Bill Campbell III, CFA on June 19, 2016
Posted in: Free.

Here’s a list of the articles I have planned for Level III, but haven’t written and posted yet.  There’s some good stuff coming:

  1. Alpha/beta separation
  2. Analyst forecasts
  3. AO vs. ALM
  4. Arbitrage-free commodity forward price
  5. Asset Managers’ Code
  6. Behavioral factors
  7. Bounded rationality
  8. Cognitive errors
  9. Comparison of investor types
  10. Constraints
  11. Core-satellite portfolio
  12. Credit risk
  13. Currency hedging
  14. Currency risk
  15. Decision theory
  16. Efficient frontier vs. resampled efficient frontier vs. Black-Litterman vs. Monte Carlo
  17. Emotional biases
  18. Equitizing cash
  19. Equity return attribution
  20. Fixed income return attribution
  21. GIPS®
  22. Global attribution
  23. Leverage
  24. Market-neutral (long-short) investing
  25. Micro attribution
  26. Option strategies
    1. Short box spread
    2. Short butterfly spread
    3. Short straddle
    4. Short strangle
  27. Pension plan impacts
  28. Portable alpha
  29. Prospect theory
  30. Replication vs. sampling vs. optimization
  31. Returns-based style analysis vs. holdings-based style analysis
  32. Risk & return
  33. SAA vs. TAA
  34. Short extension
  35. Swap strategies
  36. Taylor rule
  37. Trading strategies
  38. TWAP
  39. VaR
  40. VWAP