Preface ix
About the Author xi
PART ONE Overview of Alternative Assets 1
CHAPTER 1 What Is an Alternative Asset Class? 3
CHAPTER 2 Why Alternative Assets Are Important: Beta Drivers and Alpha Drivers 15
PART TWO Hedge Funds 29
CHAPTER 3 Introduction to Hedge Funds 31
CHAPTER 4 Establishing a Hedge Fund Investment Program 71
CHAPTER 5 Due Diligence for Hedge Fund Managers 97
CHAPTER 6 Risk Management Part I: Hedge Fund Return Distributions 135
CHAPTER 7 Risk Management Part II: Additional Hedge Fund Risks 169
CHAPTER 8 Regulation of Hedge Funds 203
CHAPTER 9 Hedge Fund Benchmarks and Asset Allocation 229
CHAPTER 10 Hedge Fund Incentive Fees and the “Free Option” 251
CHAPTER 11 Top Ten Hedge Fund Quotes 265
PART THREE Commodities and Managed Futures 275
CHAPTER 12 Introduction to Commodities 277
CHAPTER 13 Investing in Commodity Futures 305
CHAPTER 14 Commodity Futures in a Portfolio Context 333
CHAPTER 15 Managed Futures 353
PART FOUR Private Equity 377
CHAPTER 16 Introduction to Venture Capital 379
CHAPTER 17 Introduction to Leveraged Buyouts 419
CHAPTER 18 Debt as Private Equity Part I: Mezzanine Debt 455
CHAPTER 19 Debt as Private Equity Part II: Distressed Debt 477
CHAPTER 20 The Economics of Private Equity 501
CHAPTER 21 Performance Measurement for Private Equity 523
CHAPTER 22 Trends in Private Equity 553
PART FIVE Credit Derivatives 577
CHAPTER 23 Introduction to Credit Derivatives 579
CHAPTER 24 Collateralized Debt Obligations 609
CHAPTER 25 Collateralized Fund Obligations: Intersection of Credit Derivative Market and Hedge Fund World 653
PART SIX Corporate Governance 667
CHAPTER 26 Corporate Governance as an Alternative Investment Strategy 669
Index 695
MARK J. P. ANSON, PHD, CFA, CAIA, CPA, JD, is CEO of Hermes Pension Management Ltd. in London, which has over £65 billion in assets under management, and is the former CIO of CalPERS, where he oversaw the growth of assets from $127 billion to $210 billion. Anson has more than twenty years of investment experience in fixed income, equities, private equity, real estate, commodities, hedge funds, corporate governance, and credit derivatives.
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