DotheFinancial Blog

» Alternative Investments

  • A
  • Reconciliation of Factor Optimization with Asset Optimization
  • Word about the Validity of Historical Covariance Matrixes
  • About the Author
  • Acknowledgments
  • Active Alpha Versus Passive Alpha
  • Alan H Dorsey
  • Alpha Core
  • Alternative Investment Fee And Term Components
  • Alternative Investments And Factor Analysis
  • Alternative Investments in Traditional Portfolios
  • Alternative Thinking About Alpha
  • And Investors
  • And Oil and
  • Appendix Regression Methodology8
  • Approach and Observations
  • Approaches to Managing and Rebalancing Private Fund Allocations
  • Arbitrage Pricing Theory APT
  • Are Hedge Funds Gaining Market Share From Private Equity
  • Asset Allocation Achieving Policy Targets And Rebalancing
  • B1centenn I Al
  • Beyond Traditional Asset Class Risk Budgeting
  • Capital Asset Pricing Model CAPM
  • Capital Call
  • Cash Flow at the Conclusion of an Alternative Investment
  • Cash Flow at the Initial Commitment to an Alternative Investment
  • Cash Flow during the Life of an Alternative Investment
  • Cash Flow Forecasting and Its Implications for Rebalancing
  • Cash Flow Forecasting Tools
  • Cash Leverage
  • Catchup
  • Factor Analysis
  • Chapter
  • Factor Analysis The Findings and Discovering Active Alpha - 2
  • Investors in Alternative Investments and the Necessary Ingredients for a Successful Program
  • Private Equity
  • Real Estate 3
  • Currency Commodities Timber and Oil and - 2
  • Chapter10
  • Characteristics of Asset Classes
  • Cj1
  • Clawback
  • Commodities Oil and Gas Currency and Timber Regression Results
  • Commonality of Length of Time Series
  • Constraints
  • Core Plus Real Estate
  • Counterparty Risk
  • Currency And Commodity Strategies
  • Currency Commodity and Hard Asset Cash Flow
  • Data Frequency
  • Data Smoothing
  • Discretionary
  • Diversification
  • End Period Dependence
  • Equilibrium Approach
  • Event Driven Approaches
  • Exploration and Production - 2
  • Factor Analysis The Rationale
  • Factor Measurement And Risk Monitoring
  • Factor Optimization
  • Fundamental
  • General Partner versus Limited Partners
  • Have the Economics of Hedge Funds Laid the Seeds for Domination over Private Equity
  • Hedge Funds
  • Hedge Strategy Regression Results
  • High Water Mark
  • Historical Correlations
  • Historical Performance and Standard Deviation
  • How High or Low to Set Constraints
  • Hurdle Rate
  • I
  • Idiosyncratic Return
  • Illiquidity Factor
  • Illiquidity Factor Examples
  • Info - 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57
  • Infrastructure Properties
  • Integration Of Alternative Investments And Traditional Asset Classes Through Factor Analysis
  • Introduction
  • Investors Deciding To Minimize The Use Of Alternative Investments
  • Length of Time Series
  • Leverage
  • Leverage and Directionality
  • Leverage and Illiquidity
  • Leverage and Portable Alpha
  • Leveraged Buyouts
  • Liquid Securities
  • Long Biased
  • Long Short Equity
  • Macroeconomic Influences
  • Management
  • Manager Specific Risk Budgeting
  • Market Segmentation
  • Marketplace Changes That Warrant Factor Analysis
  • Meanvariance Optimization3
  • Mediocrity Pulls Down Averages
  • Mezzanine Debt
  • Move
  • Multiple Factor Models MFMs
  • Multiple Linear Regression Model
  • Nareit Nareit
  • Notional Leverage
  • Often Fee Structures Are Better Aligned with Investors in Private Equity versus Hedge Funds
  • Oil And Gas Strategies
  • Operating Companies
  • Organizational Risk Budgeting
  • Other Categories
  • Other Strategies
  • Overcommitment to Private Funds
  • Performance And Diversification Attributes - 2
  • Performance Enhancement
  • Performance
  • Portable Alpha
  • Portable Alpha Using Exotic Betas
  • Portfolio Rebalancing Tools
  • Possible Passive Benchmark for Illiquidity
  • Practical Examples
  • Preface
  • Preferred Return
  • Principal Component Analysis PCA - 2
  • Private Equity Cash Flow
  • Private Equity Strategies
  • Private Investments
  • Problems Using Meanvariance Optimization With Alternative Investments6
  • Problems With Conducting Regression Analysis On Alternative Investments
  • Problems With Factor Optimization
  • Problems with Modeling Illiquidity
  • Problems With Selecting Vehicles For Alternative Investment Portfolio Construction
  • Purchasing Power Parity and Its
  • Qualitative Factor Determinants for Hedge Funds
  • Qualitative Independent Variables
  • Reevaluating The Premise For Portable Alpha
  • Regression Analysis Results And Observations
  • Regression Analysis With Alternative Investment Factors
  • Reserves Acquisition
  • Risk Budgeting Using Factors
  • Roll Return versus Spot Price Return
  • Sample Optimization Using Only Real Estate
  • Secondary Private Equity
  • Security Transparency for Factor Analysis
  • Simple Linear Regression Model
  • Special Situations
  • Steps in Regression Analysis
  • Structural Inefficiencies Created by Market Participants
  • Structural Leverage
  • Summary - 2 3 4 5 6 7 8 9 10 11
  • Support From Investment Management Firms And Consultants
  • Synthetic Portfolios Of Alternative Investments
  • Systematic
  • Systemic Risk Budgeting
  • T I J
  • Tactical Trading
  • Term
  • The Assetclass Concept
  • The Attraction Of Commodities
  • The Attraction Of Currency
  • The Attraction Of Oil And
  • The Attraction Of Timber
  • The Benefit of Long Roll Return in Backwardation
  • The Benefit of Short Roll Return in Contango
  • The Benefits And Issues With Portable Alpha
  • The Components of Portable Alpha
  • The Construction Of A Segregated Portfolio Of Currencies Commodities Timber And Oil And
  • The Construction Of A Segregated Portfolio Of Hedge Funds
  • The Construction Of A Segregated Portfolio Of Private Equity
  • The Diminished Availability of Venture Capital as an Asset Class
  • The Fee Differential Between Hedge Funds And Private Equity
  • The Identification Of Alpha And Beta In New Investment Strategies
  • The Importance of Manager Access
  • The Migration of Hedge Funds into the Private Equity Realm
  • The Necessary Ingredients For A Successful Alternative Investment Program
  • The Power Of Compounding A Comparative Advantage For Private Equity
  • The Qualitative Determinants Of Returns
  • The Quantitative Evidence
  • The Risk Benefit of Forgone Alpha through the Use of Proxies
  • The Theory
  • The Use of Core and Core Plus in Real Estate Portfolio Construction
  • The Use of Value Added and Opportunistic Properties and Funds in Real Estate Portfolio Construction
  • Tim
  • Timber Investment Management Organizations
  • Timber Strategies
  • Time Frames
  • Time Series Delineation And Issues
  • Tips
  • Venture Capital
  • Volatility Capture
  • Volatility Reduction
  • Waterfall Calculation
  • What Is Portable Alpha
  • What Is The Attraction
  • What The Future Holds
  • Who Wants to Be Average
  • Why Was Multivariate Regression Analysis Selected for Building Factor Models
  • Voliyility Stop

    Voliyility Stop

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