June 2013
Intermediate to advanced
304 pages
11h 3m
English
book
Mastering Illiquidity: Risk management for portfolios of limited partnership funds
by Thomas Meyer, Peter Cornelius, Christian Diller, Didier Guennoc
Content preview from Mastering Illiquidity: Risk management for portfolios of limited partnership funds
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Index
Abu Dhabi Investment Authority (ADIA)
academic institutions, investor base statistics
accelerated contributions
accounting requirements
acquisitions
ad hoc adjustments, mean/variance approaches
adaptive market hypothesis (AMH)
adjusted current ratio (ACR)
Adveq fund performance assessments
adverse selection
advisory boards, limited partnerships
AFPs
agendas, risk management
aggregated returns
AIG
Almeida
alphas
AlpInvest Partners
alternative assets
see also hedge funds; illiquid…; private equity funds; real assets
Alternative Investment Fund Manager Directive (AIFMD)
annualizing terminal returns backwards
Apple, dividends
‘appropriate consideration’ requirements of ERISA
arbitrage
ARD VC firm
Argentina
Arrow, Kenneth
Asia
asset allocations
asset classes
asset managers
asset protection needs, historical background
asset-backed securities (ABSs)
asset–liability management (ALM)
assets under management (AuM)
Astrea
asymmetric information
ATP
auctions, secondary markets
auditors
Australia, statistics
autocorrelations
available resources (AR)
‘back loading’ decelerated contributions
back-testing
balance of payments crises
bankruptcies
banks
Basel Committee on Banking Supervision
Basel II
Basel III
Bayesian approach
benchmarking processes
beta risk
biases
bid spreads
bid–ask spreads
Black, Fisher
Black–Litterman approach
Blackstone Group
blending of cash flow models
‘blind pool’ investments
BNP
boards of directors
bonds
bottom-up models
‘bow factors’
Brazil
built-in tensions, ...
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I'm always learning. So when I got on to O'Reilly, I was like a kid in a candy store. There are playlists. There are answers. There's on-demand training. It's worth its weight in gold, in terms of what it allows me to do.