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3rd annual Forum on Asset Management : 31 October 2013
| 3rd annual Forum on Asset Management : 31 October 2013 |
| Pubbl/distr/stampa | Stevenage, England : , : IET, , 2014 |
| Descrizione fisica | 1 online resource (163 pages) |
| Soggetto topico |
Asset allocation
Assets (Accounting) |
| ISBN | 1-84919-810-1 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910135100503321 |
| Stevenage, England : , : IET, , 2014 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
3rd annual Forum on Asset Management : 31 October 2013
| 3rd annual Forum on Asset Management : 31 October 2013 |
| Pubbl/distr/stampa | Stevenage, England : , : IET, , 2014 |
| Descrizione fisica | 1 online resource (163 pages) |
| Soggetto topico |
Asset allocation
Assets (Accounting) |
| ISBN | 1-84919-810-1 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNISA-996278340503316 |
| Stevenage, England : , : IET, , 2014 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. di Salerno | ||
| ||
Alternative investments : instruments, performance, benchmarks, and strategies / / editors H. Kent Baker, Greg Filbeck
| Alternative investments : instruments, performance, benchmarks, and strategies / / editors H. Kent Baker, Greg Filbeck |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Hoboken, N.J., : Wiley, c2013 |
| Descrizione fisica | 1 online resource (650 p.) |
| Disciplina | 332.6 |
| Altri autori (Persone) |
BakerH. Kent
FilbeckGreg |
| Collana | Robert W. Kolb Series in Finance |
| Soggetto topico |
Investments
Asset allocation Investment analysis |
| ISBN |
9781118656501
1118656504 9781299314641 1299314643 9781118285183 1118285182 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
ALTERNATIVE INVESTMENTS; Contents; Acknowledgments; PART I Introduction; CHAPTER 1 Alternative Investments: An Overview; INTRODUCTION; Purpose of the Book; Features of the Book; Intended Audience; STRUCTURE OF THE BOOK; Part I. Introduction; Part II. Real Estate; Part III. Private Equity; Part IV. Commodities and Managed Futures; Part V. Hedge Funds; SUMMARY AND CONCLUSIONS; REFERENCES; ABOUT THE AUTHORS; CHAPTER 2 The Role of Alternative Investments in Strategic Asset Allocation; INTRODUCTION; DATA SET; METHODOLOGY AND RESULTS; EXTENSIONS; SUMMARY AND CONCLUSIONS; DISCUSSION QUESTIONS
REFERENCES ABOUT THE AUTHORS; ACKNOWLEDGMENTS; CHAPTER 3 Trends in Alternative Investments; INTRODUCTION; COMMON CURRENT TRENDS; HEDGE FUNDS; OTHER ALTERNATIVE INVESTMENT SECTORS; Private Equity; Managed Futures and Commodities; Real Estate; SUMMARY AND CONCLUSIONS; DISCUSSION QUESTIONS; REFERENCES; ABOUT THE AUTHOR; CHAPTER 4 Alternative Investments and Due Diligence; INTRODUCTION; ALTERNATIVE INVESTMENTS; Characteristics of Alternative Investments; Legal and Regulatory Aspects; ALTERNATIVE INVESTMENTS DUE DILIGENCE; Due Diligence Methodology; Idea Sourcing and Initial Screening; Full Review Investment and Business Aspects FINAL EVALUATION; SUMMARY AND CONCLUSIONS; DISCUSSION QUESTIONS; REFERENCES; ABOUT THE AUTHOR; PART II Real Estate; CHAPTER 5 REITs and the Private Real Estate Market; INTRODUCTION; LITERATURE; DATA; Descriptive Statistics; EMPIRICAL STRATEGY; ESTIMATION; RESULTS; SUMMARY AND CONCLUSIONS; DISCUSSION QUESTIONS; REFERENCES; ABOUT THE AUTHORS; CHAPTER 6 Commercial Real Estate; INTRODUCTION; SUPPLY AND ENVIRONMENT; REAL ESTATE CHARACTERISTICS; PRICES AND VOLUMES; REAL ESTATE RETURNS; APARTMENTS; INDUSTRIAL; OFFICE MULTI-TENANT; RETAIL; SUMMARY AND CONCLUSIONS DISCUSSION QUESTIONSREFERENCES; ABOUT THE AUTHOR; ACKNOWLEDGMENTS; CHAPTER 7 Real Estate Investment Trusts; INTRODUCTION; REITS AND THE REAL ESTATE ASSET CLASS; Error Correction and the Investment Horizon; Effects of Illiquidity Lag and Appraisal Lag; Effects of Illiquidity Smoothing and Appraisal Smoothing; REITs and the Stock Market Asset Class; HISTORICAL REIT RETURNS; Income and Capital Appreciation; Manager Selection; REIT VOLATILITY AND RISK-ADJUSTED RETURNS; Volatility Estimated from Unlevered Transaction-Based Return Indices; THE REIT BUSINESS MODEL; Transparency; Liquidity Alignment of Interests between Investors and Investment ManagersThe Free Cash Problem; Sources of Financing; SUMMARY AND CONCLUSIONS; DISCUSSION QUESTIONS; REFERENCES; ABOUT THE AUTHOR; CHAPTER 8 Mortgaged-Backed Securities; INTRODUCTION; HOW ARE MORTGAGE-BACKED SECURITIES CREATED?; A REVIEW OF THE DIFFERENT CLASSES OF MORTGAGE-BACKED SECURITIES; Pass-Through Mortgage Securities; Collateralized Mortgage Obligations; THE ROLE OF THE MBS MARKET IN THE 2007-2008 FINANCIAL CRISIS; SUMMARY AND CONCLUSIONS; DISCUSSION QUESTIONS; REFERENCES; ABOUT THE AUTHOR CHAPTER 9 Mezzanine Debt and Preferred Equity in Real Estate |
| Record Nr. | UNINA-9910139056003321 |
| Hoboken, N.J., : Wiley, c2013 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Alternative investments and strategies [[electronic resource] ] : credit, derivatives, CPPI, investments, risk / / editors, Rüdiger Kiesel, Matthias Scherer & Rudi Zagst
| Alternative investments and strategies [[electronic resource] ] : credit, derivatives, CPPI, investments, risk / / editors, Rüdiger Kiesel, Matthias Scherer & Rudi Zagst |
| Pubbl/distr/stampa | Singapore ; ; Hackensack, N.J., : World Scientific Pub. Co., c2010 |
| Descrizione fisica | 1 online resource (416 p.) |
| Disciplina | 332.6 |
| Altri autori (Persone) |
KieselRüdiger <1962->
SchererMatthias ZagstRudi <1961-> |
| Soggetto topico |
Investments
Asset allocation Portfolio management |
| Soggetto genere / forma | Electronic books. |
| ISBN |
1-283-14378-X
9786613143785 981-4280-11-9 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | pt. 1. Alternative investments -- pt. 2. Alternative strategies. |
| Record Nr. | UNINA-9910456234703321 |
| Singapore ; ; Hackensack, N.J., : World Scientific Pub. Co., c2010 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Alternative investments and strategies [[electronic resource] ] : credit, derivatives, CPPI, investments, risk / / editors, Rüdiger Kiesel, Matthias Scherer & Rudi Zagst
| Alternative investments and strategies [[electronic resource] ] : credit, derivatives, CPPI, investments, risk / / editors, Rüdiger Kiesel, Matthias Scherer & Rudi Zagst |
| Pubbl/distr/stampa | Singapore ; ; Hackensack, N.J., : World Scientific Pub. Co., c2010 |
| Descrizione fisica | 1 online resource (416 p.) |
| Disciplina | 332.6 |
| Altri autori (Persone) |
KieselRüdiger <1962->
SchererMatthias ZagstRudi <1961-> |
| Soggetto topico |
Investments
Asset allocation Portfolio management |
| ISBN |
1-283-14378-X
9786613143785 981-4280-11-9 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | pt. 1. Alternative investments -- pt. 2. Alternative strategies. |
| Record Nr. | UNINA-9910780712603321 |
| Singapore ; ; Hackensack, N.J., : World Scientific Pub. Co., c2010 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
AM 2016 : Asset Management Conference : 23-24 November 2016, London, England / / Institution of Engineering and Technology
| AM 2016 : Asset Management Conference : 23-24 November 2016, London, England / / Institution of Engineering and Technology |
| Pubbl/distr/stampa | London : , : Institution of Engineering and Technology, , 2016 |
| Descrizione fisica | 1 online resource (401 pages) |
| Disciplina | 332.6 |
| Soggetto topico |
Asset allocation
Investments Risk management |
| ISBN | 1-78561-367-7 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910332511303321 |
| London : , : Institution of Engineering and Technology, , 2016 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
AM 2016 : Asset Management Conference : 23-24 November 2016, London, England / / Institution of Engineering and Technology
| AM 2016 : Asset Management Conference : 23-24 November 2016, London, England / / Institution of Engineering and Technology |
| Pubbl/distr/stampa | London : , : Institution of Engineering and Technology, , 2016 |
| Descrizione fisica | 1 online resource (401 pages) |
| Disciplina | 332.6 |
| Soggetto topico |
Asset allocation
Investments Risk management |
| ISBN | 1-78561-367-7 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNISA-996575396303316 |
| London : , : Institution of Engineering and Technology, , 2016 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. di Salerno | ||
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The Art of Commitment Pacing : Engineering Allocations to Private Capital
| The Art of Commitment Pacing : Engineering Allocations to Private Capital |
| Autore | Meyer Thomas |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Wiley-Blackwell, 2024 |
| Descrizione fisica | 1 online resource (319 pages) |
| Disciplina | 332.6 |
| Collana | The Wiley Finance Series |
| Soggetto topico |
Asset allocation
Private equity Portfolio management |
| ISBN |
9781394159628
9781394159611 9781394159635 9781394159604 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Cover -- Title Page -- Copyright Page -- Contents -- Acknowledgements -- Chapter 1 Introduction -- Scope of the book -- Quick glossary -- The challenge of private capital -- Risk and uncertainty -- Why do we need commitment pacing? -- Illiquidity -- The siren song of the secondary market -- How does commitment pacing work? -- Significant allocations needed -- Multi-asset-class allocations -- Intra-asset-class diversification -- Engineering a resilient portfolio -- Organisation of the book -- Notes -- Chapter 2 Institutional Investing in Private Capital -- Limited partnerships -- Structure -- Criticism -- Costs of intermediation -- Inefficient fund raising -- Addressing uncertainty -- Conclusion -- Notes -- Chapter 3 Exposure -- Exposure definition -- Layers of investment -- Net asset value -- Undrawn commitments -- Commitment risk -- Timing -- Classification -- Exposure measures - LP's perspective -- Commitment -- Commitment minus capital repaid -- Repayment-age-adjusted commitment -- Exposure measures - fund manager's perspective -- IPEV NAV -- IPEV NAV plus uncalled commitments -- Repayment-age-adjusted accumulated contributions -- Summary and conclusion -- Notes -- Chapter 4 Forecasting Models -- Bootstrapping -- Machine learning -- Takahashi-Alexander model -- Model dynamics -- Strengths and weaknesses -- Variations and extensions -- Stochastic models -- Stochastic modelling of contributions, distributions, and NAVs -- Comparison -- Conclusion -- Notes -- Chapter 5 Private Market Data -- Fund peer groups -- Organisation of benchmarking data -- Bailey criteria -- Data providers -- Business model -- Public route -- Voluntary provision -- Problem areas -- Biases -- Survivorship bias -- Survivorship bias in private markets -- Impact -- Conclusion -- Notes -- Chapter 6 Augmented TAM - Outcome Model -- From TAM to stochastic forecasts.
Use cases for stochastic cash-flow forecasts -- Funding risk -- Market risk -- Liquidity risk -- Capital risk -- Model architecture -- Outcome model -- Pattern model -- Portfolio model -- System considerations -- Semi-deterministic TAM -- Adjusting ranges for lifetime and TVPI -- Ranges for fund lifetimes -- Ranges for fund TVPIs -- Picking samples -- Constructing PDF for TVPI based on private market data -- A1*TAM results -- Notes -- Chapter 7 Augmented TAM - Pattern Model -- A2*TAM -- Reactiveness of model -- Model overview -- Changing granularity -- Injecting randomness -- Setting frequency of cash flows -- Setting volatility for contributions -- Setting volatility for distributions -- Scaling and re-picking cash-flow samples -- Convergence A2*TAM to TAM -- Split cash flows in components -- Fees -- Fixed returns -- Cash-flow-consistent NAV -- Principal approach -- First contributions, then distributions -- Forward pass -- Backward pass -- Combination -- Summary -- Notes -- Chapter 8 Modelling Avenues into Private Capital -- Primary commitments -- Modelling fund strategies -- Parameter as suggested by Takahashi and Alexander (2002) -- Further findings on parameters -- Basing parameters on comparable situations -- Funds of funds -- Secondary buys -- Secondary FOFs -- Co-investments -- Basic approach -- Co-investment funds -- Syndication -- Side funds -- Impact on portfolio -- Notes -- Chapter 9 Modelling Diversification for Portfolios of Limited Partnership Funds -- The LP diversification measurement problem -- Fund investments -- Diversification or skills? -- Aspects of diversification -- A (non-ESG-compliant) analogy -- Commitment efficiency -- Exposure efficiency -- Outcome assessment -- Diversifying commitments -- Assigning funds to clusters -- Diversification dimensions -- Self-proclaimed definitions -- Market practices. The importance of diversification over vintage years -- Other dimensions and their impact on risks -- Include currencies? -- Definitions -- Styles -- Classification groups -- Style drifts -- Robustness of classification schemes -- Modelling Vintage year impact -- Commitment efficiency -- Importance of clusters -- Partitioning into clusters -- Measurement approach -- Remarks -- Mobility barriers -- Similarity is a measure for barriers to switching between classes -- Similarity is not correlation -- Is there an optimum diversification? -- How many funds? -- Costs of diversification -- How to set a 'satisficing' number of funds? -- Portfolio impact -- Commitment efficiency timeline -- Portfolio-level forecasts -- Appendix A - Determining similarities -- Appendix B - Geographical similarities -- Geographical diversification for private capital -- Regional groups -- Trade blocs -- Transport way connection -- Language barriers -- Limits to geography as diversifier -- Appendix C - Multi-strategies and others -- Appendix D - Industry sector similarities -- Appendix E - Strategy similarities -- Appendix F - Fund management firm similarities -- Appendix G - Investment stage similarities -- Appendix H - Fund size similarities -- Notes -- Chapter 10 Model Input Data -- Categorical input data -- Perceptions -- Regulation -- Risk managers -- Can data be objective? -- Moving from weak to strong data -- Notes -- Chapter 11 Fund Rating/Grading -- Private capital funds and ratings -- Fiduciary ratings -- Fund rankings -- Internal rating systems -- Further literature -- Private capital fund gradings -- Scope and limitations -- Selection skill model -- Assumptions for grading -- Prototype fund grading system -- Ex-ante weights -- Expectation grades -- Risk grades -- Quantification -- Notes -- Chapter 12 Qualitative Scoring -- Objectives and scope -- Relevant dimensions. Investment style -- Management team -- Fund terms -- Liquidity and exits -- Incentive structure -- Alignment and conflicts of interest -- Independence of decision-making -- Viability -- Confirmation -- Scoring method -- Tallying -- Researching practices -- Ex-post monitoring -- Assigning grades -- Appendix - Search across several private market data providers -- Interoperability -- Matching -- Notes -- Chapter 13 Quantification Based on Fund Grades -- Grading process -- Quartiling -- Quantiles -- Quartiling -- Approach -- Example - how tall will she be? -- Probabilistic statement -- Controlling convergence -- LP selection skills -- Impact of risk grade -- TVPI sampling -- Notes -- Chapter 14 Bottom-up Approach to Forecasting -- Look-through -- Regulation -- Fund ratings -- Look-through in practice -- Bottom-up -- Stochastic bottom-up models -- Machine-learning-based bottom-up models -- Overrides -- Investment intelligence -- Advantages and restrictions -- Treatment as exceptions -- Integration of overrides in forecasts by a top-down model -- Probabilistic bottom-up -- Expert knowledge for probability density functions? -- Estimating ranges -- Combining top-down with bottom-up -- Notes -- Chapter 15 Commitment Pacing -- Defining a pacing plan -- Pacing phases -- Ramp-up phase -- Maintenance phase -- Ramp-down phase -- Controlling allocations -- Simulating the pacing plan -- Ratio-based commitment rules -- Dynamic commitments -- Pacing plan outcomes -- 'Slow and steady' -- Accelerated pacing plan -- Liquidity constraints -- Impact on cash-flow profile -- Impact of commitment types -- Maintenance phase -- Recommitments -- Target NAV -- Cash-flow matching -- Additional objectives and constraints -- Commit to high-quality funds -- Achieve intra-asset diversification -- Minimise opportunity costs -- Satisficing portfolios -- Conclusion -- Notes. Chapter 16 Stress Scenarios -- Make forecasts more robust -- Communication -- Specific to portfolio -- Impact of 'Black Swans' -- Interest rates and inflationary periods -- Modelling crises -- Delay of new commitments -- Changes in contribution rates -- Changes in distributions -- NAV impact and secondary transactions -- Lessons -- Building stress scenarios -- Market replay -- Varying outcomes -- Foreign exchange rates -- Varying portfolio dependencies -- Increasing and decreasing outcome dependencies -- Increasing and decreasing cash-flow dependencies -- Blanking out periods of distributions -- Varying patterns -- Stressing commitments -- Extending and shortening of fund lifetimes -- Front-loading and back-loading of cash flows -- Foreign exchange rates and funding risk -- Increasing and decreasing frequency of cash flows -- Increasing and decreasing volatility of cash flows -- Conclusion -- Notes -- Chapter 17 The Art of Commitment Pacing -- Improved information technology -- Direct investments -- Use of artificial intelligence -- Risk of Private Equity -- Securitisations -- Judgement, engineering, and art -- Notes -- Abbreviations -- Glossary -- Biography -- Bibliography -- Index -- EULA. |
| Record Nr. | UNINA-9911019798703321 |
Meyer Thomas
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| Wiley-Blackwell, 2024 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Artificial intelligence for asset management and investment : a strategic perspective / / Al Naqvi
| Artificial intelligence for asset management and investment : a strategic perspective / / Al Naqvi |
| Autore | Naqvi Al |
| Pubbl/distr/stampa | Hoboken, New Jersey : , : Wiley, , [2021] |
| Descrizione fisica | 1 online resource (321 pages) |
| Disciplina | 332.6 |
| Collana | Wiley Finance Series |
| Soggetto topico |
Asset allocation
Artificial intelligence Financial services industry - Technological innovations |
| Soggetto genere / forma | Electronic books. |
| ISBN |
1-119-60184-3
1-119-60187-8 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910555083203321 |
|
Naqvi Al
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||
| Hoboken, New Jersey : , : Wiley, , [2021] | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Artificial intelligence for asset management and investment : a strategic perspective / / Al Naqvi
| Artificial intelligence for asset management and investment : a strategic perspective / / Al Naqvi |
| Autore | Naqvi Al |
| Pubbl/distr/stampa | Hoboken, New Jersey : , : Wiley, , [2021] |
| Descrizione fisica | 1 online resource (321 pages) |
| Disciplina | 332.6 |
| Collana | Wiley Finance Series |
| Soggetto topico |
Asset allocation
Artificial intelligence Financial services industry - Technological innovations |
| ISBN |
1-119-60184-3
1-119-60187-8 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | AI in Investment Management -- AI and Business Strategy -- Design -- Data -- Model Development -- Evaluation -- Deployment -- Performance -- A New Beginning -- Customer Experience Science -- Marketing Science -- Land that institutional investor with AI -- Sales Science -- InvestmentManaging the returns loop -- Regulatory Compliance & Operations -- Supply Chain Science -- Corporate Social Responsibility -- AI Organization and Project Management -- Governance and Ethics -- Adaptation and Emergence |
| Record Nr. | UNINA-9910677999003321 |
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Naqvi Al
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| Hoboken, New Jersey : , : Wiley, , [2021] | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Asset allocation
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