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Portable Alpha Theory and Practice: What Investors Really Need to Know

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Author: Sabrina C. Callin

Publisher: John Wiley & Sons, Inc.

Year Printed: 2008

Edition: First

Printing: First

Condition: Good

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Pages: 319

Height: 9.25 inches

Width: 6.25 inches

Notes:
Hard Cover, Dust Jacket

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.
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Investor Risk Tolerance, Portable Alpha Strategies, Equities, Fixed Income, Hedge Funds, Derivatives, Asset Allocation, Risk Budgeting, Risk Measurement, Optimal Investment Portfolio, CAPM, alpha