02865nam 22006734a 450 991101955220332120200520144314.0978661091646797811192020421119202043978111816114211181611499781280916465128091646X97804701743190470174315(CKB)1000000000354526(EBL)304911(OCoLC)237770842(SSID)ssj0000096890(PQKBManifestationID)11130577(PQKBTitleCode)TC0000096890(PQKBWorkID)10083010(PQKB)11054043(MiAaPQ)EBC304911(Perlego)1006743(EXLCZ)99100000000035452620070220d2007 uy 0engur|n|---|||||txtccrActive alpha a portfolio approach to selecting and managing alternative investments /Alan H. DorseyHoboken, N.J. John Wiley & Sonsc20071 online resource (402 p.)Wiley finance seriesDescription based upon print version of record.9780471791324 0471791326 Includes bibliographical references (p. 363-368) and index.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.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".Wiley finance series.Portfolio managementInvestmentsFactor analysisPortfolio management.Investments.Factor analysis.332.63Dorsey Alan H1842610MiAaPQMiAaPQMiAaPQBOOK9911019552203321Active alpha4422790UNINA