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Contango and Backwardation - Alternative Risk Premia Investing, Strategies, and Swaps

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115)  Define contango and backwardation.

118)  What is a J-curve?  What is an alternative asset waterfall?

120)  What is a Treynor Ratio?  What is a Jensen Alpha? What do the Treynor, Jensen and Sharpe Ratioís try to accomplish? Why is this important?

121)  What is the difference between strategic asset allocation, tactical asset allocation, and dynamic asset allocation?  What one word sums up a major component of the difference?

122)  What does style analysis in the pursuit of performance analysis seek to discover?

123)  What are the two categories of international securities? Which is riskier? Explain.

124)  Do international asset correlations go up or down during market stress? What does this suggest for diversification?

130)  Why do CDO tranches exist?  Can CDOs be mortgages? Credit cards? Student loans?

131)  Why are CDOs generally linked to financial engineering? Explain.

132)  What are the four major categories of hedge funds?  What has been the recent history of hedge fund performance in general?

133)  What are capital commitments, capital calls and lock ups with respect to alternative assets?

Contango and Backwardation - Alternative Risk Premia Investing, Strategies, and Swaps

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