Active alpha : a portfolio approach to selecting and managing alternative investments /
| Main Author: | |
|---|---|
| Format: | Book |
| Language: | English |
| Published: |
Hoboken, N.J. :
John Wiley & Sons,
c2007.
|
| Subjects: |
Table of Contents:
- 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.