Alternative assets : investments for a post-crisis world

Alternative assets : investments for a post-crisis world / Guy Fraser-Sampson.

"Alternative assets Investments for a Post-Crisis World Guy Fraser-Sampson The investment landscape has changed dramatically over the last few years, destroying many of the old certainties by which investors lived their lives by. In particular, it has shaken belief in the ability of traditional...

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Bibliographic Details
Main Author: Fraser-Sampson, Guy
Format: eBook
Language:English
Published: Hoboken, N.J. : Wiley, 2011.
Subjects:
Investment analysis.
Portfolio management.
BUSINESS & ECONOMICS > Investments & Securities > General.
Investment analysis
Portfolio management
dissertations.
Academic theses
Academic theses.
Thèses et écrits académiques.
Online Access:Click for online access
Table of Contents:
  • Alternative Assets: Investments for a Post-Crisis World; Contents; Preface; Acknowledgements; 1. What are Alternative Assets?; Illiquid; Unquoted; Non bonds or equities; Are alternative assets really "alternative"?; Thoughts on classification; Private assets; Commodity type assets; Volatility and valuation issues; Time horizons; Global Tactical Asset Allocation (GTAA); An alternative way of accessing conventional assets?; What we will be considering; Summary; 2. Investing in Alternative Assets; Why should we invest in alternative assets?; The traditional worldview; Risk (volatility).
  • LiquidityProblems posed by the traditional world view so far as alternative assets are concerned; The tail wags the dog; The parallel universe of pension funds; Volatility as risk; Liquidity; How much liquidity do you really need?; The illiquidity premium; Problems with liquidity; The stock market goes supernova; Liquidity and volatility; Liquidity and correlation; Extending the efficient frontier; Correlation; Active and passive investing
  • beta and alpha; The rationale for alternative assets; Summary; 3. Real estate; Real estate beta; Real estate exposure; Direct; Quoted.
  • Quoted (1): property companiesQuoted (2): REITS; Quoted (3): ETFs; Unquoted (1): unlisted property funds; Unquoted (2): private real estate; Synthetic; Summary; 4. Energy; Spot trading; Influences on pricing; Untapped reserves; The (US) strategic petroleum reserve; Production and growth in oil hungry economies; Weather; Political factors; Terrorism; The US dollar; Accessing oil as an investment; Investing in the shares of oil companies; Synthetic exposure; Oil ETFs; Bio-fuels; Natural gas; Oil and gas royalties; Energy as an investment; Summary; 5. Private Equity.
  • Private equity
  • definition and typesBuyout; Drivers; History and development; Development capital; Characteristics; Minority shareholder protection; Deal types; Growth capital; Venture capital; Venture returns and home runs; Mezzanine; Quoted private equity; Private equity funds; Private equity returns; The J-Curve, IRRS and multiples; Vintage year returns; Funds, funds of funds and secondaries; Concluding thoughts on private equity; Summary; 6. Hedge Funds; Introduction; Use of derivative instruments; Leverage; Some common elements; Legal structure; Type of trades; Lack of transparency.
  • How hedge funds invest
  • an overviewLong and long/short; Credit based; Global macro; Specific strategies; Long only; Long/short; (Equity) market neutral; Convertible arbitrage; Statistical arbitrage ("stat arb"); Merger arbitrage; Fixed income arbitrage; Global macro; Event driven; Distressed; Fund of funds; The hedge fund model
  • pros, cons and the future; Redemption/co-investor risk; Some final thoughts on hedge funds; Summary; 7. Infrastructure; What is infrastructure?; Secondary and primary infrastructure; Regulated and demand-driven; Drivers; Government; Investors; Industry; Threats.

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