Alternative Investments: An Allocator's Approach (Hardcover, 4)

Part 1

Chapter 1: Asset Manager Code 

Chapter 2: Recommendations and Guidance

Chapter 3: Global Regulation

Chapter 4 ESG and Alternative Investments

Chapter 5 ESG Analysis and Application

Part 2  Models 

 Chapter 6: Modeling Overview and Interest Rate Models

Chapter 7: Credit Risk Models

Chapter 8: Multi-Factor Equity Pricing Models

Chapter 9: Asset Allocation Processes and the Mean-Variance Model 

Chapter 10: Other Asset Allocation Approaches

Part 3  Institutional Asset Owners and Investment Policies

Chapter 11: Types of Asset Owners and the Investment Policy Statement

Chapter 12: Foundations and the Endowment Model

Chapter 13: Pension Fund Portfolio Management 

Chapter 14: Sovereign Wealth Funds 

Chapter 15: Family Offices and the Family Office Model

Part 4 Risk and Risk Management

Chapter 16: Cases in Tail Risk

Chapter 17: Benchmarking and Performance Attribution

Chapter 18: Liquidity and Funding Risks

Chapter 19: Hedging, Rebalancing, and Monitoring

Chapter 20: Risk Measurement, Risk Management, and Risk Systems

Part 5 Methods For Alternative Investing

Chapter 21: Valuation and Hedging Using Binomial Trees 

Chapter 22: Directional Strategies And Methods

Chapter 23: Multivariate Empirical Methods and Performance Persistence

Chapter 24: Relative Value Methods

Chapter 25: Valuation Methods for Private Assets: The Case of Real Estate

Part 6 Accessing Alternative Investments

Chapter 26: Hedge Fund Replication

Chapter 27: Diversified Access to Hedge Funds 

Chapter 28: Access to Real Estate and Commodities

Chapter 29: Access Through Private Structures 

Chapter 30: The Risk and Performance of Private and Listed Assets

Part 7 Due Diligence & Selecting Managers

Chapter 31: Active Management and New Investments

Chapter 32: Selection of a Fund Manager

Chapter 33: Investment Process Due Diligence

Chapter 34: Operational Due Diligence

Chapter 35: Due Diligence of Terms and Business Activities

Part 8: Volatility and Complex Strategies

Chapter 36: Volatility as a Factor Exposure

Chapter 37: Volatility, Correlation, and Dispersion Products and Strategies

Chapter 38: Complexity and Structured Products

Chapter 39: Insurance-Linked Products and Hybrid Securities

Chapter 40: Complexity and the Case of Cross-Border Real Estate Investing

Index