John Abbink – Alternative Assets and Strategic Allocation

John Abbink – Alternative Assets and Strategic Allocation

An insightful information to creating strategic funding allocation selections that embraces each different and typical property

In this much-needed useful resource, different and portfolio administration professional John Abbink demonstrates new methods of analyzing and deploying different property and explains the sensible utility of those methods.

Alternative Assets and Strategic Allocation clearly reveals how different investments match into portfolios and the function they play in an funding allocation that features conventional investments as effectively. This guide additionally describes revolutionary strategies for valuation as utilized to options that beforehand have been troublesome to investigate.

• Offers institutional traders, analysts, researchers, portfolio managers, and monetary lecturers a down-to-earth technique for measuring and analyzing different property
• Reviews a number of the newest options which are growing in reputation, equivalent to high-frequency buying and selling, direct lending, and long-term funding in actual property
• Outlines a strategic strategy for together with different investments into portfolios and reveals the pivotal function they play in an funding allocation

Using the data discovered on this guide, you’ll have a clearer sense of the way to strategy funding points associated to different property and uncover what it takes to make these merchandise give you the results you want.

Table of Contents

List of Illustrations.

Acknowledgments.

Introduction.

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.

13 Optionality.

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 amongst Strategies.

21 Multi-Dimensional Risk.

22 Filling Out the Allocation.

23 Time and Tide.

24 Managing the Allocation Decision.

25 Concluding Remarks.

Bibliography.

Index.

Author Information

JOHN B. ABBINK has twenty-nine years’ expertise in funding companies, together with Merrill Lynch, Credit Suisse, and Deutsche Bank, and was previously a senior vice chairman and director of supervisor analysis at National City Corporation. Abbink obtained his BA from Michigan State University and his PhD from Yale University.