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Callin, Sabrina.

Portable alpha theory and practice : what investors really need to know / Sabrina Callin. - Hoboken, NJ : Wiley, 2008. - xvi, 319 p. : ill. ; 24 cm. - Wiley finance series .

Series from jacket.

Includes bibliographical references (p. 303-305) and index.

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

ISBN: 9780470118085 (cloth) 0470118083 (cloth)

Subjects--Topical Terms:
Portfolio management.
Investments.

LC Class. No.: HG4529.5

Dewey Class. No.: 332.632042 / C161