Alternative Assets and Strategic Allocation: Rethinking the Institutional Approach
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What Is Alternative about Alternative Investments?
The Plan of This Book.
PART ONE: Analytic Tools.
1 Risk and Return.
2 Return Enhancement.
3 Some Features of the Quantitative Toolkit.
4 Risk Estimation.
PART TWO: Some Examples.
5 Long/Short Equity.
6 Direct Lending.
7 Merger Arbitrage.
8 High-Frequency Trading.
9 Holding Private Assets for Their Cash Flows.
10 Fixed-Income Arbitrage.
11 Event-Driven Investment.
PART THREE: Position Management.
12 Investment Strategies in Practice.
14 Trade Capacity.
15 Institutional Liquidity.
16 Tactical Allocation.
17 Portfolio Liquidity.
18 Alternative Investments and Information Theory.
PART FOUR: Portfolio Construction.
19 Classification of Investments.
20 Diversification among Strategies.
21 Multi-Dimensional Risk.
22 Filling Out the Allocation.
23 Time and Tide.
24 Managing the Allocation Decision.
25 Concluding Remarks.
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