Active alpha
Subtitle: a portfolio approach to selecting and managing alternative investments
By: Alan H. Dorsey.
Publisher: John Wiley & Sons
Published: 2007
Place of publication: Hoboken, N.J
Language: eng
ISBN-13: 9780471791324
Subjects: Portfolio management; Investments; Factor analysis
Notes: Includes bibliographical references and index.
Table of contents: title: Introduction; title: Investors in alternative investments and the necessary ingredients for a successful program; title: Hedge funds; title: Private equity; title: Real estate; title: Currency, commodities, timber and oil & gas; title: The migration of hedge funds into the private equity realm; title: Cash flow forecasting and its implications for rebalancing; title: Alternative investment cash flow; title: Leverage and portable alpha leverage; title: Factor analysis : the rationale; title: Factor analysis : the findings and discovering active alpha.