|  | Callin, Sabrina
Portable Alpha Theory and Practice
What Investors Really Need to Know
Wiley Finance Editions
 1. Edition April 2008
73.90 Euro
2008. 318 Pages, Hardcover
ISBN 978-0-470-11808-5 - John Wiley & Sons
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| Detailed description
Praise for Portable Alpha Theory and Practice
"Sabrina Callin and her colleagues have written a concise and engaging book that captures the key values and the pitfalls of what has come to be known as portable alpha. For those who wish to participate in modern finance, this book is a most instructive read."
-Alan Greenspan, former Federal Reserve Chairman and
President of Greenspan Associates LLC
"Modern capital theory argued that (1) risk can be quantified; (2) an asset's risk history gave us useful information about its future; and (3) portfolio risk related in a simple, meaningful way to the risk in its assets. In the new world of porting is modern capital theory obsolete? Read this important book to find out."
-Jack L. Treynor, author, Treynor on Institutional Investing
"This book is a beautiful combination of theory and practice with due consider-ation of the 'true costs, risks, and skills' necessary to succeed in the use of portable alpha techniques."
-Harry Markowitz, Nobel Prize Laureate in Economics, 1990
From the contents
Foreword.
Preface.
Acknowledgments.
Chapter 1. Overview of Book and Key Concepts (By Sabrina Callin).
Chapter 2. Portable Alpha Definitions and Trends (By Sabrina Callin).
Chapter 3. Back to the Basics: Investments 101 (By Alfred Murata and Sabrina Callin).
Chapter 4. Asset Allocation and Portable Alpha (By Rob Arnott and Brent Harris).
Chapter 5. Alpha, Beta, and Alpha-Beta Separation (By Sabrina Callin).
Chapter 6. Global Sources of (Portable) Alpha, Associated Risks, and Active Management (By Sabrina Callin, Alfred Murata, Don Suskind, Steve Jones, Rich Clarida and Lisa Kim).
Chapter 7. Derivatives Based "Beta" Management (By Jim Keller and Mihir Worah).
Chapter 8. Portable Alpha Implementation (By Sabrina Callin).
Chapter 9. The Real Holy Grail: Risk Measurement and Management (By Vineer Bhansali).
Chapter 10. Liability-Driven Investing (By Jim Moore).
Chapter 11. Portable Alpha Theory and Practice: Wrapping it Up (By Sabrina Callin).
Bibliography.
About the Authors.
Index.
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