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Portable alpha theory and practice : what investors really need to know /

by Callin, Sabrina.
Series: Wiley finance series Published by : Wiley, (Hoboken, NJ :) Physical details: xvi, 319 p. : ill. ; 24 cm. ISBN: 0470118083 Subject(s): Portfolio management. | Investments. Year: 2008
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Item type Location Call Number Status Notes Date Due
Book Book AUM Main Library 332.632042 C161 (Browse Shelf) Available JBC/2012/6152

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.

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