Portable alpha theory and practice
Subtitle: what investors really need to know
By: Sabrina Callin
Series: [Wiley finance]; Wiley finance series
Publisher: John Wiley & Sons, Inc.
Published: 2008
Place of publication: Hoboken, N.J
Language: eng
Number of pages: 319
ISBN-13: 9780470118085
Subjects: Portfolio management; Investments
Notes: Series from jacket.

Includes bibliographical references (p. 303-305) and index.
Table of contents: title: Overview of book and key concepts / Sabrina Callin; title: Portable alpha definitions and trends / Sabrina Callin; title: Back to the basics: investments 101 / Alfred Murata and Sabrina Callin; title: Asset allocation and portable alpha / Rob Arnott and Brent Harris; title: Alpha, beta, and alpha-beta separation / Sabrina Callin; title: Global sources of portable alpha, associated risks, and active management / Sabrina Callin ... [et al.]; title: Derivatives-based beta management / Jim Kelller and Mihir Worah; title: Portable alpha implementation / Sabrina Callin; title: The real holy grail: risk measurement and management / Vineer Bhansali; title: Liability-driven investing / Jim Moore; title: Portable alpha theory and practice: wrapping it up / Sabrina Callin.