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Record Nr. |
UNINA9910830264903321 |
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Autore |
Callin Sabrina |
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Titolo |
Portable alpha theory and practice [[electronic resource] ] : what investors really need to know / / Sabrina Callin |
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Pubbl/distr/stampa |
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Hoboken, N.J., : John Wiley & Sons, Inc., c2008 |
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ISBN |
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1-118-16067-3 |
1-119-19812-7 |
1-281-28510-2 |
9786611285104 |
0-470-28022-0 |
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Descrizione fisica |
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1 online resource (337 p.) |
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Collana |
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Disciplina |
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332.63 |
332.63/2042 |
332.632042 |
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Soggetti |
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Investments |
Portfolio management |
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Lingua di pubblicazione |
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Formato |
Materiale a stampa |
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Livello bibliografico |
Monografia |
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Note generali |
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Description based upon print version of record. |
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Nota di bibliografia |
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Includes bibliographical references (p. 303-305) and index. |
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Nota di contenuto |
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Portable Alpha Theory and Practice; Contents; Foreword; Preface; Acknowledgments; Chapter 1: Overview of Book and Key Concepts; Chapter 2: Portable Alpha Definitions and Trends; Chapter 3: Back to the Basics: Investments 101; Chapter 4: Asset Allocation and Portable Alpha*; Chapter 5: Alpha, Beta, and Alpha-Beta Separation; Chapter 6: Global Sources of Portable Alpha, Associated Risks, and Active Management; Chapter 7: Derivatives-Based Beta Management; Chapter 8: Portable Alpha Implementation; Chapter 9: The Real Holy Grail: Risk Measurement and Management |
Chapter 10: Liability-Driven InvestingChapter 11: Portable Alpha Theory and Practice: Wrapping It Up; Epilogue: Portable Alpha-The Final Chapter: Schemes, Dreams, and Financial Imbalances: ""There Must Be More Money""; Notes; Bibliography; About the Authors; Index |
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Sommario/riassunto |
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As an original innovator of the portable alpha concept, PIMCO has been managing an increasing number of different portable alpha strategies for investors since 1986. And now, with Portable Alpha Theory and |
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