1.

Record Nr.

UNINA9910143425503321

Autore

Dorsey Alan H

Titolo

Active alpha [[electronic resource] ] : a portfolio approach to selecting and managing alternative investments / / Alan H. Dorsey

Pubbl/distr/stampa

Hoboken, N.J., : John Wiley & Sons, 2007

ISBN

1-119-20204-3

1-118-16114-9

1-280-91646-X

9786610916467

0-470-17431-5

Descrizione fisica

1 online resource (402 p.)

Collana

Wiley finance series

Disciplina

332.6

Soggetti

Portfolio management

Investments

Factor analysis

Electronic books.

Lingua di pubblicazione

Inglese

Formato

Materiale a stampa

Livello bibliografico

Monografia

Note generali

Description based upon print version of record.

Nota di bibliografia

Includes bibliographical references (p. 363-368) and index.

Nota di contenuto

Introduction -- Investors in alternative investments and the necessary ingredients for a successful program -- Hedge funds -- Private equity -- Real estate -- Currency, commodities, timber and oil & gas -- The migration of hedge funds into the private equity realm -- Cash flow forecasting and its implications for rebalancing -- Alternative investment cash flow -- Leverage and portable alpha leverage -- Factor analysis : the rationale -- Factor analysis : the findings and discovering active alpha.

Sommario/riassunto

Praise for Active Alpha""Active alpha is the quest for every sophisticated investor. This book covers all of the key alpha sources currently mined by active managers, reduces the complexity of the subject, and helps the investor get started in the right direction.""-Mark Anson, Chief Executive Officer, Hermes Pensions Management Ltd.""Long-held traditional methods for investing large portfolios are giving way to new processes that are designed to improve productivity and diversification".