Related Books

Leverage and Alpha
Language: en
Pages: 47
Authors: Benoit Dewaele
Categories:
Type: BOOK - Published: 2013 - Publisher:

DOWNLOAD EBOOK

In this paper, we develop a theoretical model of fund of hedge fund net leverage and alpha where the cost of borrowing is increasing with net leverage, thereby
Portable Alpha Theory and Practice
Language: en
Pages: 376
Authors: Sabrina Callin
Categories: Business & Economics
Type: BOOK - Published: 2011-07-07 - Publisher: John Wiley & Sons

DOWNLOAD EBOOK

As an original innovator of the portable alpha concept, PIMCO has been managing an increasing number of different portable alpha strategies for investors since
Finding Alpha
Language: en
Pages: 0
Authors: Eric Falkenstein
Categories: Business & Economics
Type: BOOK - Published: 2009-06-29 - Publisher: Wiley

DOWNLOAD EBOOK

Praise for Finding Alpha "Eric Falkenstein is more than one of the smartest and funniest people in finance. He's been a banker, a key model builder at a major r
Warren Buffett Alpha and the Use of Leverage
Language: en
Pages: 54
Authors: Charles Hite
Categories: Business & Economics
Type: BOOK - Published: 2019-12-02 - Publisher: Diana

DOWNLOAD EBOOK

Warren Buffett Alpha and the use of Leverage. Berkshire Hathaway has realized a Sharpe ratio of 0.76, higher than any other stock or mutual fund with a history
Quantitative Strategies for Achieving Alpha
Language: en
Pages: 481
Authors: Richard Tortoriello
Categories: Business & Economics
Type: BOOK - Published: 2008-12-01 - Publisher: McGraw Hill Professional

DOWNLOAD EBOOK

Alpha, higher-than-expected returns generated by an investment strategy, is the holy grail of the investment world. Achieve alpha, and you've beaten the market