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Portable alpha theory and practice : what investors really need to know /

While the interest in portable alpha has grown exponentially, few investors have a true appreciation for the risks and operational complexities associated with this investment application. By first mapping out the key components and evolution of portable.

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Bibliographic Details
Main Authors: Callin, Sabrina (Author)
Corporate Authors: Wiley InterScience Online service
Published: John Wiley & Sons,
Publisher Address: Hoboken, N.J. :
Publication Dates: 2008.
Literature type: eBook
Language: English
Series: Wiley finance series
Subjects:
Portfolio management
Investments
BUSINESS & ECONOMICS > Investments & Securities > General
Electronic books
Online Access: http://onlinelibrary.wiley.com/book/10.1002/9781119198123
Summary: While the interest in portable alpha has grown exponentially, few investors have a true appreciation for the risks and operational complexities associated with this investment application. By first mapping out the key components and evolution of portable.
Item Description: Series from jacket.
Carrier Form: 1 online resource (xvi, 319 pages) : illustrations.
Bibliography: Includes bibliographical references (pages 303-305) and index.
ISBN: 9781119198123
1119198127
9780470280225
0470280220
1281285102
9781281285102
Index Number: HG4529
CLC: F830.59
Contents: Portable Alpha Theory and Practice; Contents; Foreword; Preface; Acknowledgments; Chapter 1: Overview of Book and Key Concepts; Chapter 2: Portable Alpha Definitions and Trends; Chapter 3: Back to the Basics: Investments 101; Chapter 4: Asset Allocation and Portable Alpha*; Chapter 5: Alpha, Beta, and Alpha-Beta Separation; Chapter 6: Global Sources of Portable Alpha, Associated Risks, and Active Management; Chapter 7: Derivatives-Based Beta Management; Chapter 8: Portable Alpha Implementation; Chapter 9: The Real Holy Grail: Risk Measurement and Management.
Chapter 10: Liability-Driven InvestingChapter 11: Portable Alpha Theory and Practice: Wrapping It Up; Epilogue: Portable Alpha--The Final Chapter: Schemes, Dreams, and Financial Imbalances: "There Must Be More Money"; Notes; Bibliography; About the Authors; Index.

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