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Portable Alpha Theory and Practice

2011-07-07 Business & Economics
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Release : 2011-07-07
Genre : Business & Economics
Kind : eBook
Book Rating : 673/5 ( reviews)

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Book Synopsis Portable Alpha Theory and Practice by : Sabrina Callin

Download or read book Portable Alpha Theory and Practice written by Sabrina Callin. This book was released on 2011-07-07. Available in PDF, EPUB and Kindle. Book excerpt: As an original innovator of the portable alpha concept, PIMCO has been managing an increasing number of different portable alpha strategies for investors since 1986. And now, with Portable Alpha Theory and Practice, the PIMCO team shares their extensive experiences with you. Filled with in-depth insights and expert guidance, this reliable resource provides an informative look at portable alpha and key related concepts, as well as detailed discussion on the many ways it can be applied in real-world situations.

Inefficiencies of Portable Alpha Models

2006
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Release : 2006
Genre :
Kind : eBook
Book Rating : /5 ( reviews)

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Book Synopsis Inefficiencies of Portable Alpha Models by : Eric A. Murphy

Download or read book Inefficiencies of Portable Alpha Models written by Eric A. Murphy. This book was released on 2006. Available in PDF, EPUB and Kindle. Book excerpt: This paper dissects the portable alpha strategy, which has recently gained popularity with institutional investors. Using arbitrage-free pricing theory, I show that the use of derivatives to create synthetic exposure in portable alpha models is irrelevant and merely creates unnecessary levels of complexity and inefficiencies. I demonstrate how the portable alpha technique is nothing more than borrowing money and investing in hedge funds or funds of funds. Furthermore, I extend a recent Fama and French model to demonstrate that the practice of separating alpha, and making it portable, creates further inefficiencies when the investor holds a diversified portfolio.

The Theory and Practice of Investment Management

2002-11-25 Business & Economics
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Release : 2002-11-25
Genre : Business & Economics
Kind : eBook
Book Rating : 657/5 ( reviews)

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Book Synopsis The Theory and Practice of Investment Management by : Frank J. Fabozzi

Download or read book The Theory and Practice of Investment Management written by Frank J. Fabozzi. This book was released on 2002-11-25. Available in PDF, EPUB and Kindle. Book excerpt: Expert advice that applies the theory and practice of investment management to today's financial environment The changing nature and rapid growth of the investment management industry, along with new theoretical developments in the field of finance, have led to a need for higher quality investment management practices and better qualified professionals. The Theory and Practice of Investment Management recognizes these needs and addresses them with sharp, innovative insights from some of the most respected experts in the field of investment management. The Theory and Practice of Investment Management discusses and describes the full scope of investment products and strategies available in today's market. Led by financial experts Frank Fabozzi and Harry Markowitz, the contributors to this book are active, successful practitioners with hands-on expertise. By combining real-world financial knowledge with investment management theory, this book provides a complete analysis of all pertinent investment products-including hedge funds and private equity-and explores a wide range of investment strategies. Tying together theoretical advances in investment management with actual applications, this book gives readers an opportunity to use proven investment management techniques to protect and grow a portfolio under many different circumstances.

Portable Alpha-survey Instrument

1961 Alpha rays
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Release : 1961
Genre : Alpha rays
Kind : eBook
Book Rating : /5 ( reviews)

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Book Synopsis Portable Alpha-survey Instrument by : William J. Roach

Download or read book Portable Alpha-survey Instrument written by William J. Roach. This book was released on 1961. Available in PDF, EPUB and Kindle. Book excerpt:

New Developments in Multiple Objective and Goal Programming

2010-03-17 Mathematics
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Release : 2010-03-17
Genre : Mathematics
Kind : eBook
Book Rating : 545/5 ( reviews)

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Book Synopsis New Developments in Multiple Objective and Goal Programming by : Dylan Jones

Download or read book New Developments in Multiple Objective and Goal Programming written by Dylan Jones. This book was released on 2010-03-17. Available in PDF, EPUB and Kindle. Book excerpt: This volume shows the state-of-the-art in both theoretical development and application of multiple objective and goal programming. Applications from the fields of supply chain management, financial portfolio selection, financial risk management, insurance, medical imaging, sustainability, nurse scheduling, project management, water resource management, and the interface with data envelopment analysis give a good reflection of current usage. A pleasing variety of techniques are used including models with fuzzy, group-decision, stochastic, interactive, and binary aspects. Additionally, two papers from the upcoming area of multi-objective evolutionary algorithms are included. The book is based on the papers of the 8th International Conference on Multi-Objective and Goal Programming (MOPGP08) which was held in Portsmouth, UK, in September 2008.

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