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Portfolio Management and Asset Allocation

A review of the definition and characteristics of asset allocation models, including model portfolios, the capital asset pricing model, the endowment model, mean-variance optimization, risk budgeting, multi-factor models, liability-driven investments, risk parity, scenario-based models, and core vs. non-core portfolio models. CAIA's Keith Black talks with Kweku Obed, CFA, CAIA, Managing Director, Marquette Associates on practical applications to these.

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BITCOIN AND ETHEREUM DERIVATIVES – A FIRST STEP FOR INSTITUTIONS?

Life moves pretty quickly in the land of crypto and DeFi. In just the last year, the value of the asset class has increased by 8x and corporations like MicroStrategy and Tesla added BTC to their corporate treasury. CAIA's Keith Black takes a closer look. In February 2020, IPE asked whether the $200 billion cryptocurrency market was of interest to institutional investors. Fast forward to March of 2021, Bitcoin is trading at over $53,000 and the cryptocurrency market cap exceeds $1.6 trillion. 

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Alternative Investment Due Diligence & Manager Selection 

Due diligence is often said to be a mix of art and science. While there are a lot of historical quantitative statistics we can measure, the qualitative elements may end up being the differentiator on a forward-looking basis.

CAIA Association conducted an in-depth survey among our active Members that asked them to look past standard risk and return metrics and share their views on the drivers of manager selection. We've compiled the survey results, along with additional resources from the CAIA community, to help inform as you engage in due diligence and manager selection.

Read all about it here