Portfolio Compression

Portfolio Compression

Portfolio Construction and Management

Portfolio Construction and Management

Performance Measurement for Alternative Investments

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ISBN 9781782722267
Navision code MPMA
Publication date 22 Jun 2015
Size 155mm x 235mm
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Timothy F. Peterson

Timothy F.  Peterson, CFA, CAIA, CIPM is a Partner with Ashland Partners & Company, LLP, a global investment-specialist CPA firm, providing audit and consulting services to hundreds of hedge funds, private equity and real estate firms, RIA's, investment companies, and insurance companies worldwide.  Prior to joining Ashland Partners, Timothy served as the CFO for a Houston-based financial firm where he had responsibility for co-managing an option based hedging strategy as well as the firm’s real estate portfolio.  Other experience includes serving as Global Head of Performance and Attribution for an international asset management firm, and as Director of Performance Reporting for a leading national SMA wrap fee investment manager.

Timothy is a dual graduate of the University of Colorado where he earned a Master of Science Degree in Finance as well as a Bachelor of Arts Degree in Economics.  He is a Chartered Financial Analyst, a Chartered Alternative Investment Analyst, and has earned the Certificate in Investment Performance Measurement.  

Timothy is an investment performance measurement expert with specialization in alternative assets.  He has been involved with examination grading and curriculum review for all three of the designations he holds:  CFA, CAIA, and CIPM.  Professional volunteer work also includes serving on the REIS Council, chair of the REIS Compliance working group, chair of the REIS Performance Measurement Resource Manual working group, member of the REIS Implementation Survey working group, and Treasurer for the CU Boulder Alumni Association Board of Directors.  Timothy has authored numerous papers and articles and has spoken at conferences around the world on topics such as valuation policy, performance reporting practices, and internal controls.

Chapter 1: Introduction to Alternative Investment Strategies

Part I: The Mechanics of Performance Measurement

Chapter 2: The Mathematics of Return Calculation

Chapter 3: Leverage and Return

Chapter 4: Long-short Return Calculation

Chapter 5: Calculation of Return for Swaps

Chapter 6: Calculation of Return for Forwards, Futures and Options

Chapter 7: Calculation of Return for Currency

Part II: Topics in Performance Measurement for Alternative Investments

Chapter 8: SEC Regulatory Considerations

Chapter 9: NFA and CFTC Regulatory Considerations

Chapter 10: Hedge Funds

Chapter 11: Private Equity

Chapter 12: Real Estate

Chapter 13: Treatment of Fees and Expenses

Chapter 14: Benchmarking Alternative Investment Strategies

Chapter 15: The Importance of Valuation Policy

Appendix A:  More on Continuous Compounding

Appendix B: Negative NAV and Extreme Leverage