UID:
almafu_9959327124202883
Format:
1 online resource (xvi, 384 pages) :
,
illustrations
ISBN:
9780470174319
,
0470174315
,
9781119202042
,
1119202043
,
0471791326
,
9780471791324
Content:
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. These changes find their locus in the sometimes overly mysterious world of absolute return strategies.
Note:
Introduction -- Investors in alternative investments and the necessary ingredients for a successful program -- Hedge funds -- Private equity -- Real estate -- Currency, commodities, timber and oil and gas -- The migration of hedge funds into the private equity realm -- Cash flow forecasting and its implications for rebalancing -- Leverage and portable alpha -- Factor analysis : the rationale -- Factor analysis : the findings and discovering active alpha.
Additional Edition:
Print version: Dorsey, Alan H. Active alpha. Hoboken, N.J. : John Wiley & Sons, ©2007 ISBN 9780471791324
Additional Edition:
ISBN 0471791326
Language:
English
Keywords:
Electronic books.
;
Electronic books.
;
Electronic books.
URL:
https://onlinelibrary.wiley.com/doi/book/10.1002/9781119202042
URL:
https://onlinelibrary.wiley.com/doi/book/10.1002/9781119202042
URL:
https://onlinelibrary.wiley.com/doi/book/10.1002/9781119202042
