Dorsey, Alan H.

Active alpha : a portfolio approach to selecting and managing alternative investments / Alan H. Dorsey. - Hoboken, N.J. : John Wiley & Sons, c2007. - xvi, 384 p. : ill. ; 24 cm. - Wiley finance series .

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

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.

9780471791324 (cloth)


Portfolio management.
Investments.
Factor analysis.

332.63 / DOA 2007

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