ISBN 13 : 978-1-119-00336-6

Sommaire : Preface
Acknowledgments
About the Authors
Part 1 Introduction to Alternative Investments

Chapter 1 What Is an Alternative Investment?
Chapter 2 The Environment of Alternative Investments
Chapter 3 Quantitative Foundations
Chapter 4 Statistical Foundations
Chapter 5 Measures of Risk and Performance
Chapter 6 Foundations of Financial Economics
Chapter 7 Benchmarking and Performance Attribution
Chapter 8 Alpha, Beta, and Hypothesis Testing
Chapter 9 Regression, Multivariate, and Nonlinear Methods

Part 2 Real Assets

Chapter 10 Natural Resources and Land
Chapter 11 Commodity Forward Pricing
Chapter 12 Commodities: Applications and Evidence
Chapter 13 Operationally Intensive Real Assets
Chapter 14 Liquid and Fixed-Income Real Estate
Chapter 15 Real Estate Equity Investments

ART 3 Hedge Funds

Chapter 16 Structure of the Hedge Fund Industry
Chapter 17 Macro and Managed Futures Funds
Chapter 18 Event-Driven Hedge Funds
Chapter 19 Relative Value Hedge Funds
Chapter 20 Equity Hedge Funds
Chapter 21 Funds of Hedge Funds

Part 4 Private Equity

Chapter 22 Introduction to Private Equity
Chapter 23 Equity Types of Private Equity
Chapter 24 Debt Types of Private Equity

Part 5 Structured Products

Chapter 25 Introduction to Structuring
Chapter 26 Credit Risk and Credit Derivatives
Chapter 27 CDO Structuring of Credit Risk
Chapter 28 Equity-Linked Structured Products

Part 6 Risk Management and Portfolio Management

Chapter 29 Cases in Tail Events
Chapter 30 Investment Process, Operations, and Risk
Chapter 31 Due Diligence of Fund Managers
Chapter 32 Portfolio Management, Alpha, and Beta
APPENDIX
Data Sources
Computations and Explanations
Index

Langue : Anglais

Edition : 3ème

Lieu d'édition : TORONTO

Illustration(s) : Schémas ; Tableau(x)

Localisation : Bibliothèque Campus de Nice

Support : Papier

Etat : Présent

Propriétaire : Bibliothèque