Alternative Assets and Strategic Allocation: Rethinking the Institutional Approach
An insightful guide to making strategic investment allocation decisions that embraces both alternative and conventional assets
In this much-needed resource, alternative and portfolio management expert John Abbink demonstrates new ways of analyzing and deploying alternative assets and explains the practical application of these techniques.
Alternative Assets and Strategic Allocation clearly shows how alternative investments fit into portfolios and the role they play in an investment allocation that includes traditional investments as well. This book also describes innovative methods for valuation as applied to alternatives that previously have been difficult to analyze.
Using the information found in this book, you'll have a clearer sense of how to approach investment issues related to alternative assets and discover what it takes to make these products work for you.
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PART ONE ANALYTIC TOOLS 1 Risk and Return
Some Features of the Quantitative Toolkit
PART TWO SOME EXAMPLES 5 LongShort Equity
Alternative Investments and Information Theory
PART FOUR PORTFOLIO CONSTRUCTION 19 Classiﬁcation of Investments
Diversiﬁcation among Strategies
Holding Private Assets for Their Cash Flows
PART THREE POSITION MANAGEMENT 12 Investment Strategies in Practice