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

• Autore: Dorsey Alan H
• Pubblicazione: Hoboken, N.J., : John Wiley & Sons, 2007
• Descrizione fisica: 1 online resource (402 p.)
• Disciplina: 332.6
• Soggetto topico: Portfolio management; Investments; Factor analysis
• Soggetto genere / forma: Electronic books.
• 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".
• Titolo autorizzato: Active alpha
• ISBN: 1-119-20204-3; 1-118-16114-9; 1-280-91646-X; 9786610916467; 0-470-17431-5
• Formato: Materiale a stampa
• Livello bibliografico: Monografia
• Lingua di pubblicazione: Inglese
• Record Nr.: 9910143425503321
• Lo trovi qui: Univ. Federico II
• Serie: Wiley finance series.