Active alpha : a portfolio approach to selecting and managing alternative investments / Alan H. Dorsey.
By: Dorsey, Alan H
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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 |
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Eastern University Library General Stacks | 332.63 DOA 2007 (Browse shelf) | Not For Loan | 10896 | |
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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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