Active alpha : a portfolio approach to selecting and managing alternative investments / Alan H. Dorsey

Author:: Dorsey, Alan H.
Published:: Hoboken, N.J. : John Wiley & Sons, [2007]
Copyright Date:: ©2007
Physical Description:: xvi, 384 pages : illustrations ; 24 cm.

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Series:

Wiley finance series

Contents:

Introduction -- Investors in alternative investments and the necessary ingredients for a successful program -- Hedge funds -- Private equity -- Real estate -- Currency, commodities, timber and oil & gas -- The migration of hedge funds into the private equity realm -- Cash flow forecasting and its implications for rebalancing -- Alternative investment cash flow -- Leverage and portable alpha leverage -- Factor analysis : the rationale -- Factor analysis : the findings and discovering active alpha.

Subject(s):

ISBN:

9780471791324 (cloth)
0471791326 (cloth)

Bibliography Note:

Includes bibliographical references (pages 363-368) and index.

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