Active alpha : a portfolio approach to selecting and managing alternative investments / Alan H. Dorsey.
By: Dorsey, Alan H.Material type: BookSeries: Wiley finance series. Publisher: Hoboken, N.J. : John Wiley & Sons, c2007Description: xvi, 384 p. : ill. ; 24 cm.ISBN: 9780471791324 (cloth).Subject(s): Portfolio management | Investments | Factor analysisDDC classification: 332.63 Online resources: Table of contents only | Publisher description | Contributor biographical information
|Item type||Current location||Call number||Status||Date due||Barcode|
|Books||Eastern University Library General Stacks||332.63 DOA 2007 (Browse shelf)||Not For Loan||10896|
|Books||Eastern University Library General Stacks||332.63 DOA 2007 (Browse shelf)||Available||10897|
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.
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