FIrst_Lecture_Questions - 9 Where is most alternative...

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First Lecture Questions – The Search For Alpha NBA 5450 1. Where are Global AUM’s based today and where will they come from in the future? 2. What is the biggest source of Global AUM’s? 3. What is the difference between DC and DB? 4. What role have derivatives played in the evolution of alpha? 5. What was the main contribution to modern portfolio theory from these economists? a. Markowitz b. Keynes c. Tobin d. Sharpe e. Buffett f. Ibbotson 6. Define alpha 7. Why are alpha and beta separating? And what are they squeezing? 8. Why does Callan predict that the use of traditional equity will fall from 41% to 25% of pension fund allocations?
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Unformatted text preview: 9. Where is most alternative growth coming from today? 10. Why will retail account for more alternative use in the future? 11. Where does alpha come from? 12. What are the defining features of a hedge fund? 13. Who invented hedge funds? 14. Explain why alpha = arbitrage? 15. How does one search for alpha? 16. Why are alternative investments going mainstream? What evidence is there that this is happening? 17. How much money is invested in hedge funds as of year end 2007? 18. Why do you need to be careful when you go to Christmas cocktail parties? How much will a typical DC plan underperform a DB plan?...
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