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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Main Authors: | |
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Corporate Authors: | |
Published: |
John Wiley & Sons,
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Publisher Address: | Hoboken, N.J. : |
Publication Dates: | 2008. |
Literature type: | eBook |
Language: | English |
Series: |
Wiley finance series |
Subjects: | |
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. |