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Encyclopedia of Alternative Investments




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ISBN 9781420064889
Published August 18, 2008 by Chapman and Hall/CRC
592 Pages - 46 B/W Illustrations

 
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Book Description

A pioneering reference essential in any financial library, the Encyclopedia of Alternative Investments is the most authoritative source on alternative investments for students, researchers, and practitioners in this area. Containing 545 entries, the encyclopedia focuses on hedge funds, managed futures, commodities, and venture capital. It features contributions from well-known, respected academics and professionals from around the world. More than a glossary, the book includes academic references for money managers and investors who want to understand the jargon and delve into the definitions.

About the Editor

Greg N. Gregoriou, Ph.D., is Professor of Finance in the School of Business and Economics at the State University of New York, Plattsburgh, USA. A prolific author, Dr. Gregoriou is hedge fund editor of the Journal of Derivatives and Hedge Funds as well as an editorial board member of the Journal of Wealth Management and the Journal of Risk Management in Financial Institutions. His research primarily focuses on hedge funds and managed futures.

Table of Contents

Absolute Return

Absolute Return Index


Acceleration
Accredited Investor
Active Premium
Activists
Aftermarket
Aftermarket Orders
Aftermarket Performance
Agency Problem
Aggregation
Agricultural Trade Option Merchant
Allowances
Alpha
Alternative Asset

Alternative Asset Class


Alternative Betas
Alternative Alpha

Alternative Investment strategies


Angel Financing
Angel Groups
Angel Investor
Annualized Compound Return
Annualized Standard Deviation
Approved Delivery Facility
Arbitrage
Arbitration
Archangel
Artificial Price
Asset Allocation
Asset-Based Style Factors
Asset-Weighted Index
Assignment
Associated Person
At-the-Money Option
Attrition Rates
Average Gain (Gain Mean)
Average Return
Backfilling Bias
Back Pricing
Backwardation
Basis
Basis Grade
Basis Swap
Beauty Contest
Benchmark
Beta
Bid-ask Spread
Block trade

Bonds (overview of types)


Bookbuilding
Booking the Basis
Bottom-Up Investing
Bridge Financing
Bridge Loan
BTOP 50 Index
Bucketing
Buyer’s Market
Calendar Report
Call Option
Calmar Ratio
Cancellation
Capital Call
Capital Commitment
Capital Distribution
Capital Structure Arbitrage
Carried Interest
Carrying Charge

Carve-Out


Cash Commodity
Cash Market
Cash Settlement
Cash Settlement (An Example)
CDO
Certification

Chinese Wall


CISDM Indexes
Clawback
Clearing Members
Clearing Organization
Clearing Price
Closing

Coefficient of Determination

Coffee Market


Committed Capital

Commodity Credit Corporation (CCC)


Commodity Exchange Act
Commodity Futures Indices: Spot, Excess, and Total Return

Commodity Futures Trading Commission

Commodity-Linked Bond


Commodity Option
Commodity Pool
Commodity Pool Operator (CPO)
Commodity Price Index
Commodity Research Bureau (CRB)
Commodity Trading Advisor
Companion Fund
Conditional Value at Risk (CVaR)
Contract Grades
Contract Month
Contract size
Contango
Core Principle
Commodity Futures Modernization Act of 2000
Commodity Swap
Commodity Trading Advisors (CTA)
Community Development Venture Capital
Company Buy-Back
Confirmation Statement
Contract Market
Convergence
Conversion Factors
Convertible Arbitrage
Corn Market
Cornish-Fisher Value-at-Risk for Portfolio Optimization
Cornish-Fisher Value-at-Risk

Corporate Structure Arbitrage

Corporate Venture Capital


Correlation Coefficient
Cost of Tender
Cost, Insurance and Freight (CIF)
Cotton Market
Counterparty Risk
Covenants
Covenants (Venture Capital and Private Equity Context)

Covenants (in Loans or Securities Issues)


Covered Option
Crack Spread
CRB Reuters
Credit Default Swap
Cross-Hedge
Cross-Trading
Crude Oil Market

CSFB Tremont Hedge Fund Index


Curb Trading
Currency Classification
Deal Flow
Deferred Delivery Month
Deferred Futures
Deliverable Grades
Delivery Date
Delivery Instrument
Delivery Notice
Delivery Point
Demand Rights

Derivatives Transaction Execution Facility (DTEF)


Designated Contract Market
Designated Self-Regulatory Organization
Direct Public Offering
Directional
Discretionary Account
Discretionary CTA
Discretionary Trading
Distressed Debt 
Distressed Securities
Diversified Classification
Double Hedging
Dow Jones AIG Commodity Index
Down Capture Ratio
Down Round                                                                                                                                                                       
Downside Deviation
Drag Along Right
Drawdown
Due Diligence
Dutch Auction
Dynamic Asset Allocation
Early Redemption Policy

Early Stage Finance


Economically Deliverable Supply
EDHEC Alternative Indexes
EDHEC CTA Global Index

Eligible Contract Participant

Enumerated Agricultural Commodities

Equally Weighted Index

Equal Weighted Strategies Index


Equity Hedge
Equity Market Neutral
Event Driven
Evergreen Fund                                                                                                                                                                   
Excluded Commodities
Exempt Commodities
Exercise option
Exercise Price 

Exit Strategy


Expiration Date
Extrinsic Value
Factor Models
Fallen angel
Fast Market
Feed Ratio
Filing Range

Final Prospectus


Financing Round
Firm Commitment
First Notice Day
First Stage Financing
First Time Fund
Five Against Note Spread (FAN Spread)
Fixed Income Arbitrage
Flipping
Float

Floor Broker

Floor Trader


Follow-on funding
Forward contracts
Forward Market
Forward Volatility Agreement
Free on Board (FOB)
Fundamental Analysis
Fundraising
Funds of Funds
Fungibility
Futures
Futures Commission Merchant
Futures Contract
Futures Industry Association

Gain Standard Deviation


Gain to Loss ratio
Gate
Gatekeeper
General Partner Contribution/Commitment
Generalized Treynor Ratio
German Entrepreneurial Index

Global Hedge Fund Index


Global Macro
Goldman Sachs Commodity Index

Grandstanding Problem

Grain Futures Act


Greenshoe

Greenshoe Option


Gross Spread
Guaranteed Introducing Broker
Hedge

Hedge Fund


Hedge Fund Replication
Hedge Ratio
Hedging
HFRI Fund Weighted Composite Index

HFRI Convertible Arbitrage Index

HFRI Distressed Index


High Watermark
High Net Worth Individual
Higher Moments
Hurdle Rate
Implied Volatility
Incentive Fee

Incubator


Independent Introducing Broker
Information Ratio
Initial Public Offering
Institutional Buy Out
Intangibles Company
Investable Hedge Fund Indexes
IPO Action Track

IPO Price


IPO Sentiment Index
IPOX
Intercommodity Spread
Inter-delivery Spread
Interest Rate Swap
Internal Rate of Return (IRR)
In The Money options
Intrinsic Value
Introducing Broker
IPO-Sentiment Index
Jensen Alpha
Jones Model
Kurtosis
Large Order Execution Procedures
Last Notice Day
Last Trading Day
Lead investor
Lead manager
Lead Underwriter

Leverage


Leveraged Buy Outs
Licensed Warehouse
Life of Contract
Limit
Limited Partners
Limited Partnership LLC
Liquid Markets
Liquidate
Live Hogs Market
Lock-Up
Lock-Up Period
Long Position
Long Short Equity
Long the Basis
Look-back Straddle
Losing Streak
Loss Standard Deviation
Managed Funds
Managed Funds Association (MFA)
Management Buy-In
Management Buy-Out
Management Fee
Manager Skill
Many-to-Many
Margin
Maintenance Margin
Managed Account
Managed Account Platforms
Margin Call
Market Neutral
Mark-to-Market
Market Order
Market Timing Strategy
Maximum Drawdown
Maximum Price Fluctuation
Merger Arbitrage
Mezzanine Financing
Minimum Acceptable Return
Minimum Price Fluctuation
Modern Portfolio Theory
Modified Jones Model

Modified Sharpe Ratio


Modified Value-at-Risk
Mortgage-Backed Securities (MBS)
Mount Lucas Management Index
Multi-Manager Hedge Fund

Multi-Strategy Fund

Municipals Over Bonds Spread (MOB Spread)


Naked Options
National Futures Association
National Introducing Brokers Association (NIBA)
Natural Gas
Net Asset Value (NAV)
Nearby Delivery Month
Net Long

Non-Directional


Notice of Intent to Deliver
Notional Principal
Offering Date
Offering Memorandum
Offering Price

Offering Range


Offset
Offshore Fund
Offshore Jurisdiction
Offshore Tax Haven
Omega
Omnibus Account
One-to-Many
Open Interest
Open Outcry
Open Trade Equity
Opening Premium
Opening Range
Opportunistic
Optimization
Option Buyer
Option Contract
Option Premium
Options
Option Seller
Order Book
Out-of-the-Money Option
Overallotment
Out Trade
Overbought
Overpricing
Oversold

Oversubscribed


Over The Counter Market (OTC)
Ownership Buyout (OBO)
Pairs Trading
Par

Participating Underwriters


Pearson Correlation Coefficient
Peer Group Based Style Factors
Penalty Bid
Performance Fee
Performance Persistence
Piggyback Registration
Pipeline
Pit
Pooled Fund
Position Limit
Position Trader
Post-Money Valuation
Postponement
Prearranged Trading
Preliminary Prospectus
Premium
Pre-Money Valuation
Price Discovery

Price Limit

Price Range


Prime Broker
Principal
Principal Shareholder

Private Placement

Privately Held


Price Basing
Price Revision
Private Equity
Projection

Prospectus

Public Commodity Funds


Public Market Equivalent (PME)
Public Offering
Public to Private
Public Venture Capital
Put Option
Pyramiding
Qualified Investor
Quiet Filing 
Quiet Period
Ranking
Ratchets
Real Option Approach
Recap Buyout
Recapitalisation

Red Herring

Redemption Period


Registration Statement
Regulation D Fund
Regulation D Offering
Relative Value Arbitrage
Reportable Position
Reporting Guidelines
Return-Based Style Factors
(Reverse) Crush Spread
Reverse Leveraged Buyout
Right of First Refusal
Risk Arbitrage

Roadshow


Rogers International Commodities Index (RICI)
Roll-Up
Round turn
Rules (NFA)
Sample Grade
Scalper
Seasoned Equity Offering (SEO)
Second Stage Financing
Secondaries
Secondary Action Track
Secondary Buy-Out
Secondary Market
Secondary Offering
Sector Breakdown
Sector Strategy
Security Future
Seed Capital
Seed Money
Seed Stage Financing
Segregated Account
Selection Bias
Self-Regulatory Organization
Self Selection Bias
Seller's Market
Selling Group
Selling Concession
Selling Shareholder
Semi-Deviation
Settlement Date
Settlement Price 

Shelf Filing


Short Exposure
Short Position
Short Selling Strategy
Short Squeeze
Short the Basis

Single Strategy Fund


Single Strategy Funds of Funds
Skewness
Sliding Fee Scale
Social Entrepreneurship
Social Venture Capital                                                                                                                                                        
Soft Commodities
Soft Dollars
Sortino Ratio
Soybean Market
Speculator
Spin Off

Spot


Spot Commodity
Spot Contract
Spot Month
Spreading
Staging
Stale Pricing
Standard Error
Statistical Arbitrage
Sterling Ratio
Stress Testing
Stressed Markets
Strike Price
Strong Hands
Structured Products
Style Analysis
Survivorship Bias
Swap
Sweat Equity
Style Drift
Syndicate
Syndicate Bid
Syndicate Manager
Syndicated Sale
Syndication
Systematic CTA
Systematic Trading
Synthetic Future
Takedown
Technical Analysis
Tender Offer
Term Sheet
Thirs Stage Financing
Tick
Time Value
To-Arrive Contract
Tombstone
Top-Down Investing
Tracking Error
Tranche
Transparency
Trend Following
Treynor Ratio
Turnaround
Uncovered Options
Underlying Commodity
Underlying Futures Contract
Underpricing
Underwriter

Underwriting Spread

Unseasoned Equity Offering


Up Capture Ratio
US Equity Hedge
Valuation Guidelines
Value Added Monthly Index

Value-at-Risk


Variance Swap
Venture Capital                                                                                                                                                                    
Venture Capital Financing
Venture Capitalist
Venture Capital Method                                                                                                                                                    
Venture Factoring
Venture Leasing
Venture Philanthropy
Venture Valuation
VIX
Volatility
Warehouse Receipt
Weather Premium
White label
Withdrawn Offering

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Reviews

"…a superbly presented source of information. It is positively encyclopedic, covering almost anything relative to alternative investments. In one single volume of 540 pages and 545 entries, it allows the reader to identify, define, and clarify the meaning of almost any investment terms used in the area. … a comprehensive, definitive, and up-to-date collection of work that will be a valuable addition to our respective reference library. Its scope and breadth will make it an invaluable resource for the professional, the academic researcher, and for the student in this rapidly growing area."
—François-Serge Lhabitant (Professor of Finance, HEC Lausanne and EDHEC Business School, and Chief Investment Officer, Kedge Capital), Journal of Derivatives and Hedge Funds, 2009

"…One of the strengths of this encyclopedia is the collaborative efforts of a worldwide team of more than 100 academicians and practitioners who offer their expertise in providing detailed definitions and supporting evidence for the financial terms. … The encyclopedia offers an up-to-date reference to the financial terms met frequently—or not—in the alternative investment areas … a necessary comprehensive guide in the alternative investments area. It provides standardization in the terminology of the terms used and offers a handy everyday reference book. It belongs in the library of every participant in the alternative investments field, both the academic and the practitioner. It fills a resource gap…"
—Vassilios N. Karavas (Credit Agricole Asset Management Alternative Investments), Journal of Wealth Management, 2009

“The Encyclopedia of Alternative Investments is a great reference source for both students and professionals seeking an understanding of the various alternative investment terms. It provides definitions for nearly 600 alternative investment terms, which are provided in an easily accessible format rather than looking up the definitions online. The terms are defined by academics and professionals in the alternative investment space and are defined in easy-to-understand terms. Investor interest in alternative investments continues to grow, and this encyclopedia provides a comprehensive source of definitions for the alternative investment areas of venture capital, hedge funds, managed futures, and commodities. The encyclopedia provides the definitions by category, making definitions easily obtainable. It is a valuable reference source for all those individuals interested in alternative investments.”
—Hilary Till, Principal, Premia Capital Management, LLC, Chicago, Illinois, USA

“The explosive growth of alternative investments in the last ten years has outpaced the amount of information available about them. This encyclopedia provides a useful and needed reference to help fill that gap!”
—Steven N. Kaplan, Neubauer Family Professor of Entrepreneurship and Finance, University of Chicago Graduate School of Business, Illinois, USA

“Given the explosive growth of alternative investment strategies, a new language in finance has emerged. The Encyclopedia of Alternative Investments fills an important gap. It is a must have for those serious about this important asset class.”
—Campbell R. Harvey, Duke University, Durham, North Carolina, USA, and author of the Financial Glossary for Bloomberg, Yahoo Finance, and the New York Times

“Written by over 100 well-known and respected academics and practitioners from around the world, this is an authoritative and up-to-date source of information about hedge funds, managed futures, commodities, and venture capital.”
—Carol Alexander, Chair of Risk Management and Director of Research, ICMA Centre, Business School, University of Reading, UK

"What this book has to offer are substantive definitions of over 500 relatively esoteric investment-related terms, with a [focus] on hedge funds, funds of hedge funds, managed futures, commodities and venture capital. Contributors are drawn from an impressive international array of academics and practitioners; bibliographic references are included with each entry; a subject index enhances the book’s value and ease of use . . . This book will be useful for libraries with sufficient interest in financial research . . ."

– D. Highsmith, California State University- East Bay, in Choice: Current Reviews for Academic Libraries, April 2009, Vol. 46, No. 8