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Record Nr. |
UNINA9911019478403321 |
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Autore |
Callin Sabrina |
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Titolo |
Portable alpha theory and practice : 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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9786611285104 |
9781118160671 |
1118160673 |
9781119198123 |
1119198127 |
9781281285102 |
1281285102 |
9780470280225 |
0470280220 |
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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 |
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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 Practice, the PIMCO team shares their extensive experiences with you. Filled with in-depth insights and expert guidance, this reliable resource provides an informative look at portable alpha and key related concepts, as well as detailed discussion on the many ways it can be applied in real-world situations. |
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