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