Holdings: Encyclopedia of alternative investments

Encyclopedia of alternative investments:

"This book provides 545 entries that focus on hedge funds, funds of hedge funds, managed futures, commodities, and venture capital; offers in-depth definitions for each entry-more than typically found in online glossaries; includes contributions from international experts in a variety of financ...

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Bibliographic Details
Format:	Book
Language:	English
Published:	Boca Raton [u.a.] CRC Press 2009
Subjects:	Investments > Encyclopedias Asset allocation > Encyclopedias Portfolio management > Encyclopedias Investment analysis > Encyclopedias
Online Access:	Inhaltsverzeichnis
Summary:	"This book provides 545 entries that focus on hedge funds, funds of hedge funds, managed futures, commodities, and venture capital; offers in-depth definitions for each entry-more than typically found in online glossaries; includes contributions from international experts in a variety of financial areas; and lists numerous tables and figures as well as academic references for the entries."--BOOK JACKET.
Item Description:	Includes bibliographical references and index
Physical Description:	XLV, 541 S. Ill., graph. Darst.
ISBN:	9781420064889

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245	1	0	\|a Encyclopedia of alternative investments \|c ed. by Greg N. Gregoriou
246	1	3	\|a Alternative investments
264		1	\|a Boca Raton [u.a.] \|b CRC Press \|c 2009
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650		4	\|a Asset allocation \|v Encyclopedias
650		4	\|a Portfolio management \|v Encyclopedias
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adam_text	Contents Acknowledgments.....................................................................................................xxvii Introduction.................................................................................................................xxix Editor...........................................................................................................................xxxi Contributors..............................................................................................................xxxiii List of Contributor Entries.......................................................................................xxxix Absolute Return......................................1 Sean Richardson Absolute Return Index...........................2 Elisabeth Stocker Acceleration............................................3 Douglas Gumming Accredited Investor................................3 Sean Richardson Active Premium......................................4 Carlos Lopez Gutierrez Activists...................................................5 Dieter G. Kaiser Aftermarket.............................................6 Colin Read Aftermarket Orders...............................7 Colin Read Aftermarket Performance.....................7 Steven D. Dolvin ..................................8 Agency Problem.. Oana Secrieru Aggregation................... Fran(ois-£ric Racicot .11 Agricultural Trade Option Merchant...........................................12 Franziska Feilke Allowances.............................................13 Abdulkadir Civan Alpha......................................................13 Markus Leippold Alternative Asset..................................14 Begona Torre Olmo Alternative Asset Class........................16 Marno Verbeek Alternative Alpha.................................17 Georges Hiibner Alternative Betas..................................17 Georges Hiibner Alternative Investment Strategies...........................................18 Zsolt Berenyi Angel Financing....................................20 Oana Secrieru Angel Groups........................................20 Stephan Bucher Angel Investor.......................................21 Winston T. H. Koh Vll viii • Contents Annualized Compound Return................................................21 Mohamed Djerdjouri Annualized Standard Deviation...........................................22 Mohamed Djerdjouri Approved Delivery Facility.................23 Ingo G. Bordon Arbitrage................................................24 Andreza Barbosa Arbitration............................................25 Keith H. Black Archangel...............................................26 Martin Hibbeln Artificial Price......................................26 Bill N. Ding Asset Allocation....................................27 Giampaolo Gabbi Asset-Based Style Factors....................29 Roberto Savona Asset-Weighted Index..........................30 Timothy W. Dempsey Assignment............................................31 Raymond Theoret Associated Person.................................32 Julia Stolpe At-the-Money Option...........................32 Raymond Theoret Attrition Rates......................................33 Robert Pietsch Average Gain (Gain Mean)..................34 Galina Kalcheva Average Return.....................................35 Mohamed Djerdjouri B Backfilling Bias....................................37 Robert Pietsch Back Pricing..........................................38 Bill N. Ding Backwardation......................................38 Hilary F. Till Basis.......................................................39 Hilary F. Till Basis Grade............................................40 Sergio Sanfilippo Azofra Basis Swap..............................................41 Francesco Menoncin Beauty Contest......................................41 Claudia Kreuz Benchmark............................................42 Wolfgang Breuer Beta.........................................................42 Raymond Theoret Bid-Ask Spread......................................44 Francois-Eric Racicot Block Trade............................................44 Paolo M. Panteghini Bonds (Overview of Types)..................45 Karyn Neuhauser Bookbuilding........................................47 Edward J. Lusk Booking the Basis.................................49 Ansgar Belke Bottom-Up Investing...........................49 Hayette Gatfaoui Contents • ix Bridge Financing..................................50 Jens Burchardt Bridge Loan...........................................52 Christian Hoppe BTOP 50 Index......................................53 Jodie Gunzberg Bucketing...............................................54 Carlos Lopez Gutierrez Buyer s Market......................................55 Begona Torre Olmo c Calendar Report...................................57 Bill N. Ding Call Option............................................58 M. Banu Durukan Calmar Ratio.........................................61 Mehmet Orhan Cancellation..........................................62 Keith H. Black Capital Call...........................................62 Philipp Krohmer Capital Commitment...........................63 Markus Ampenberger Capital Distribution.............................63 John F. Freihammer Capital Structure Arbitrage................64 Georges Hubner Carried Interest....................................65 Markus Ampenberger Carrying Charge...................................66 Oliver A. Schwindler Carve-Out..............................................66 Stefano Gatti Cash Commodity..................................67 Keith H. Black Cash Market..........................................68 Keith H. Black Cash Settlement....................................69 Dengli Wang Cash Settlement (An Example)...........69 Walter Orth CDO........................................................70 Francois-Eric Racicot Certification..........................................71 Douglas Cumming Chinese Wall.........................................71 Denis Schweizer CISDM Indexes.....................................72 Laurent Favre Clawback................................................73 Denis Schweizer Clearing Members................................74 Abdulkadir Civan Clearing Organization.........................76 Keith H. Black Clearing Price.......................................76 Robert Christopherson Closing...................................................77 Stuart A. McCrary Coefficient of Determination.............78 Fabrice Douglas Rouah Coffee Market.......................................79 Zeno Adams Contents Committed Capital...............................80 Denis Schweizer Commodity Credit Corporation (CCC).................................................81 Lutz Johanning Commodity Exchange Act...................82 Timothy W. Dempsey Commodity Futures Indices: Spot, Excess, and Total Return................................................82 Denis Schweizer Commodity Futures Modernization Act of 2000.............85 Keith H. Black Commodity Futures Trading Commission......................................85 Timothy W. Dempsey Commodity-Linked Bond....................86 Juliane Proelss Commodity Option..............................88 Matthias Muck Commodity Pool...................................88 Miriam Gandarillas Iglesias Commodity Pool Operator (CPO)......89 Miriam Gandarillas Iglesias Commodity Price Index......................90 Andreza Barbosa Commodity Research Bureau (CRB)....................................91 Roland Fuss Commodity Trading Advisor (CTA)....93 Zsolt Berenyi Commodity Swap..................................94 Francesco Menoncin Community Development Venture Capital......................................94 Ann-Kristin Achleitner Companion Fund..................................95 Douglas Cumming Company Buy-Back..............................96 Andreas Bascha Conditional Value-at-Risk (CVaR).....96 Zeno Adams Confirmation Statement....................100 Julia Stolpe Contango.............................................101 Hilary F. Till Contract Grades..................................101 Jean-Pierre Gueyie Contract Market.................................102 Bill N. Ding Contract Month..................................103 Raffaele Zenti Contract Size.......................................103 Jean-Pierre Gueyie Convergence........................................104 Jodie Gunzberg Conversion Factors.............................105 Roland Fuss Convertible Arbitrage........................107 Francois-Serge Lhabitant Core Principle.....................................108 Franziska Feilke Corn Market........................................110 Stefan Ulreich Cornish-Fisher Value-at-Risk ..........110 Marcus Mtiller Contents • xi Cornish-Fisher Value-at-Risk for Portfolio Optimization...........Ill Oliver A. Schwindler Corporate Structure Arbitrage.........113 Jens Johansen Corporate Venture Capital................113 Stefano Caselli Correlation Coefficient.....................114 Mohamed Djerdjouri Cost, Insurance, and Freight (CIF)... 115 Jan-Hendrik Meier Cost of Tender.....................................116 Raquel M. Gaspar Cotton Market.....................................116 Stefan Ulreich Counterparty Risk..............................117 Sergio Sanfilippo Azofra Covenants............................................117 Stuart A. McCrary Covenants (Venture Capital and Private Equity Context).............118 Brian L. King Covenants (in Loans or Securities Issues)....................................................120 Karyn Neuhauser Covered Options.................................122 Joao Duque Crack Spread.......................................122 Bernd Scherer CRB Reuters........................................123 Christian Hoppe Credit Default Swap...........................124 Francesco Menoncin Cross-Hedge........................................126 Juliane Proelss Cross-Trading.....................................128 Lutz Johanning Crude Oil Market...............................129 Roland Fuss CSFB Tremont Hedge Fund Index......................................131 Timothy W. Dempsey Curb Trading......................................131 Don Powell Currency Classification.....................132 Christine Rehan D Deal Flow.............................................133 Daniel Schmidt Deferred Delivery Month..................133 Sven Olboeter Deferred Futures.................................134 Francois-Eric Racicot Deliverable Grades.............................135 Stefan Ulreich Delivery Date......................................135 Sergio Sanfilippo Azofra Delivery Instrument...........................136 Sergio Sanfilippo Azofra Delivery Notice...................................136 Miriam Gandarillas Iglesias Delivery Point.....................................137 Robert Christopherson Demand Rights...................................137 Stephan Bucher xii • Contents Derivatives Transaction Execution Facility (DTEF)............138 Lutz Johanning Designated Contract Market.............139 Michael Gorham Designated Self-Regulatory Organization...................................140 Keith H. Black Direct Public Offering.......................141 Stefan Wendt Directional...........................................141 Daniel Capocci Discretionary Account.......................142 Galina Kalcheva Discretionary CTA.............................143 Keith H. Black Discretionary Trading.......................144 Katrina Winiecki Dee Distressed Debt...................................145 Rina Ray Distressed Securities..........................147 Francois-Serge Lhabitant Diversified Classification..................148 Keith H. Black Double Hedging..................................149 Francesco Menoncin Dow Jones-AIG Commodity Index... 150 Hilary F. Till Down Capture Ratio...........................151 Jodie Gunzberg Down Round........................................151 Brian L. King Downside Deviation...........................152 Meredith Jones Drag-Along Right...............................153 Daniel Schmidt Drawdown............................................153 Markus Leippold Due Diligence......................................155 Sean Richardson Dutch Auction.....................................155 Rina Ray Dynamic Asset Allocation.................157 Raffaele Zenti E Early Redemption Policy...................161 Francois-Eric Racicot Early Stage Finance ...........................162 Stefano Caselli Economically Deliverable Supply..............................................163 Sven Olboeter EDHEC Alternative Indexes..............163 Noel Amenc and Lionel Martellini EDHEC CTA Global Index................164 Corneliu Crisan and Simon Vuille Eligible Contract Participant............164 Michael Gorham Enumerated Agricultural Commodities..................................165 Stefan Ulreich Equal Weighted Strategies Index (HFRX).................................165 Elisabeth Stocker Contents • xiii Equally Weighted Index (HFRX).....166 Francois-Serge Lhabitant Equity Hedge.......................................167 Raymond Theoret Equity Market Neutral.......................168 Francois-Eric Racicot Event Driven........................................169 Martin Hibbeln Evergreen Fund...................................169 Brian L. King Excluded Commodities......................170 Christine Rehan Exercise Option...................................171 M. Nihat Solakoglu Exercise Price......................................171 M. Banu Durukan Exit Strategy........................................172 Stefano Caselli Expiration Date..................................173 Katrina Winiecki Dee Extrinsic Value....................................173 Carlos Lopez Gutierrez F Factor Models......................................175 Mehmet Orhan Fallen Angel........................................177 Alain Coen Fast Market..........................................177 Oliver A. Schwindler Feed Ratio............................................178 Abdulkadir Civan Filing Range........................................179 Berna Kirkulak Final Prospectus.................................180 Kojo Menyah Financing Round................................180 Stuart A. McCrary Firm Commitment.............................182 Maker Kooli First Notice Day..................................182 Colin Read First Stage Financing.........................183 Timothy W. Dempsey First Time Fund..................................183 Philipp Krohmer Five Against Note Spread (FAN Spread)........................................184 Miriam Gandarillas Iglesias Fixed Income Arbitrage.....................184 Wolfgang Breuer Flipping................................................186 Dimitrios Gounopoulos Float......................................................187 Stuart A. McCrary Floor Broker........................................188 Robert Christopherson Floor Trader........................................188 Robert Christopherson Follow-on Funding.............................189 Tereza Tykvova Forward Contracts.............................189 Giampaolo Gabbi xiv • Contents Forward Market..................................191 Matthias Muck Forward Volatility Agreement..........191 Niklas Wagner Free on Board (FOB)..........................193 Jochen Zimmermann Fundamental Analysis.......................194 M. Banu Durukan Fundraising.........................................196 Stefano Caselli Funds of Funds...................................197 Dieter G. Kaiser Fungibility...........................................199 Sergio San)Hippo Azofra Futures................................................200 Jan-Hendrik Meier Futures Commission Merchant........201 Stefan Wendt Futures Contract................................201 M. Nihat Solakoglu Futures Industry Association...........203 Juan Salazar G Gain Standard Deviation...................205 Zsolt Berenyi Gain-to-Loss Ratio.............................205 Christian Kempe Gate.....................................................206 Kevin McCarthy Gatekeeper...........................................207 Alain Coin General Partner Contribution/ Commitment...................................207 Stuart A. McCrary Generalized Treynor Ratio...............208 Georges Hubner German Entrepreneurial Index.......209 Christoph Kaserer Global Hedge Fund Index..................210 Elisabeth Stocker Global Macro.......................................212 Oliver A. Schwindler Goldman Sachs Commodity Index................................................212 Hilary F. Till Grain Futures Act...............................213 Zeno Adams Grandstanding Problem....................214 Stefano Gatti Greenshoe............................................214 Claudia Kreuz Greenshoe Option...............................215 Stefano Gatti Gross Spread........................................216 Steven D. Dolvin Guaranteed Introducing Broker.......216 Stefan Wendt H Hedge...................................................219 Raymond Theoret Hedge Fund.........................................220 Laurent Favre Contents • xv Hedge Fund Replication....................220 Bernd Scherer Hedge Ratio.........................................222 Francesco Menoncin Hedging...............................................223 Mehmet Orhan HFRI Convertible Arbitrage Index................................................224 Laurent Favre HFRI Distressed Index......................226 Laurent Favre HFRI Fund Weighted Composite Index................................................226 Laurent Favre High Watermark.................................227 Wolfgang Breuer High Net Worth Individual...............228 Christian Kempe Higher Moments.................................229 Daniel Capocci Hurdle Rate.........................................230 Wolfgang Breuer I Implied Volatility...............................231 Juliane Proelss Incentive Fee.......................................234 Wolfgang Breuer Incubator.............................................235 Stefano Caselli Independent Introducing Broker.....236 Stefan Wendt Information Ratio..............................237 Markus Leippold Initial Public Offering.......................238 Tereza Tykvova Institutional Buy Out.........................239 Mariela Borell Intangibles Company........................240 Eva Nathusius Intercommodity Spread....................240 Matthias Muck Interdelivery Spread...........................241 Raquel M. Gaspar Interest Rate Swap.............................242 Francesco Menoncin Internal Rate of Return (IRR).........244 Christoph Kaserer In-the-Money Options......................246 Jerome Teiletche Intrinsic Value....................................247 Jodo Duque Introducing Broker...........................248 Keith H. Black Investable Hedge Fund Indexes ......248 Andreza Barbosa IPO Action Track................................249 Franziska Feilke IPO Price.............................................250 Stefano Gatti IPO Sentiment Index.........................250 Christoph Kaserer xvi • Contents IPOX (Initial Public Offering Index).... 251 Josef A. Schuster J Jensen Alpha........................................255 Francois-Eric Racicot Jones Model.........................................256 Jorg Richard Werner K Kurtosis................................................259 Fabrice Douglas Rouah L Large Order Execution Procedures.......................................261 Sven Olboeter Last Notice Day...................................261 Torben W. Hendricks Last Trading Day................................262 Robert Christopherson Lead Investor.......................................262 Dengli Wang Lead Manager......................................263 Dengli Wang Lead Underwriter...............................263 Steven D. Dolvin Leverage..............................................264 Zsolt Berenyi Leveraged Buyouts..............................265 Rina Ray Licensed Warehouse..........................268 Francois-Eric Racicot Life of Contract..................................268 Michael Gorham Limit.....................................................269 Annick Lambert Limited Partners.................................270 Philipp Krohmer Limited Partnership and LLC...........270 Martin Eling Liquid Markets....................................271 Hayette Gatfaoui Liquidate..............................................272 Katrina Winiecki Dee Live Hogs Market................................272 Raymond Theoret Lock-Up................................................273 Andreas Bascha Lock-Up Period...................................274 Dieter G. Kaiser Long Position......................................274 M. Nihat Solakoglu Long Short Equity..............................275 Martin Hibbeln Long the Basis.....................................275 Berna Kirkulak Lookback Straddle..............................276 Philipp N. Baecker Lookback Straddle (An Example).....277 Dengli Wang Losing Streak......................................277 Meredith Jones Loss Standard Deviation...................278 Kevin McCarthy Contents • xvii M Managed Funds...................................281 Matthias Muck Managed Funds Association (MFA)...............................................282 Juan Salazar Management Buy-In...........................282 Claudia Kreuz Management Buy-Out........................283 Claudia Kreuz Management Fee.................................283 Sean Richardson Manager Skill.....................................284 Markus Leippold Many-to-Many....................................286 Michael Gorham Margin.................................................286 Raffaele Zenti Maintenance Margin.........................288 Kok Fai Phoon Managed Account...............................289 fuliane Proelss Managed Account Platforms.............290 Dieter G. Kaiser Margin Call.........................................292 Raffaele Zenti Mark-to-Market..................................293 Raffaele Zenti Market Neutral...................................294 Martin Hibbeln Market Order......................................294 Frank Schuhmacher Market-Timing Strategy....................294 Timothy W. Dempsey Maximum Drawdown........................295 Meredith Jones Maximum Price Fluctuation.............297 Frank Schuhmacher Merger Arbitrage................................297 Oliver A. Schwindler Mezzanine Finance.............................299 Andreas Bascha Minimum Acceptable Return...........299 Meredith Jones Minimum Price Fluctuation............300 Frank Schuhmacher Modern Portfolio Theory.................300 Jodie Gunzberg Modified Jones Model........................302 Jochen Zimmermann Modified Sharpe Ratio.......................303 Marno Verbeek Modified Value-at-Risk....................304 Oliver A. Schwindler Mortgage-Backed Securities (MBS)...............................................305 Oliver A. Schwindler Mount Lucas Management Index................................................307 Christian Kempe Multi-Manager Hedge Fund.............308 Galina Kalcheva Multi-Strategy Fund..........................309 M. Nihat Solakoglu xviii • Contents Municipals Over Bonds Spread (MOB Spread).................................310 Lutz Johanning N Naked Options....................................313 Joao Duque National Futures Association...........314 Denis Schweizer National Introducing Brokers Association (NIBA)........................315 Annick Lambert Natural Gas.........................................316 Stefan Uheich Nearby Delivery Month.....................316 Raymond Theoret Net Asset Value (NAV).......................318 Paolo M. Panteghini Net Long..............................................318 Sean Richardson Nondirectional....................................319 Marno Verbeek Notice Day...........................................319 Alain Coin Notice of Intent to Deliver.................320 Frank Schuhmacher Notional Principal..............................320 Franziska Feilke o Offering Date......................................323 Douglas dimming Offering Memorandum.....................324 Colin Read Offering Price.....................................324 Berna Kirkulak Offering Range...................................325 Dimitrios Gounopoulos Offset....................................................327 Michael Gorham Offshore Fund.....................................327 Paolo M. Panteghini Offshore Jurisdiction.........................328 Paolo M. Panteghini Offshore Tax Haven............................328 Paolo M. Panteghini Omega..................................................329 Francois-6ric Racicot Omnibus Account...............................330 Miriam Gandarillas Iglesias One-to-Many.......................................330 Michael Gorham Open Interest......................................331 Keith H. Black Open Outcry........................................332 Kok Fai Phoon Open Trade Equity.............................332 Don Powell Opening Premium..............................333 Colin Read Opening Range...................................333 Raquel M. Gaspar Opportunistic.....................................334 Stefan Wendt Contents • xix Optimization.......................................335 Mehmet Orhan Option Buyer.......................................336 Jerome Teiletche Option Contract.................................337 M. Nihat Solakoglu Option Premium.................................338 Stefan Wendt Option Seller.......................................339 Jerome Teiletche Options................................................341 Joao Duque Order Book.........................................342 Alain Co e n Out-of-the-Money Option................343 Raymond Theoret Out Trade............................................344 Katrina Winiecki Dee Overallotment....................................344 Maher Kooli Overbought.........................................345 Begona Torre Olmo Overpricing........................................345 Edward J. Lusk Oversold..............................................346 Begona Torre Olmo Oversubscribed...................................347 Dimitrios Gounopoulos Over-the-Counter (OTC) Market.....347 Jerome Teiletche Ownership Buyout (OBO).................349 Ann-Kristin Achleitner P Pairs Trading......................................351 Jens Johansen Par........................................................352 Raymond Theoret Participating Underwriters...............353 Robert Christopherson Pearson Correlation Coefficient......353 Fabrice Douglas Rouah Peer Group Based Style Factors........354 Iwan Meier Penalty Bid..........................................356 Stefan Wendt Performance Fee.................................357 Stefan Wendt Performance Persistence....................357 Hayette Gatfaoui Piggyback Registration......................358 Abdulkadir Civan Pipeline................................................359 John F. Freihammer Pit........................................................360 Raquel M. Gaspar Pooled Fund........................................361 Julia Stolpe Position Limit.....................................361 Don Powell Position Trader...................................362 Berna Kirkulak Post-Money Valuation........................362 Georges Hiibner xx • Contents Postponement.....................................363 Christine Rehan Prearranged Trading.........................364 Sven Olboeter Preliminary Prospectus....................364 Colin Read Premium..............................................365 Jean-Pierre Gueyie Pre-Money Valuation.........................365 Georges Htibner Price Basing........................................366 Bill N. Ding Price Discovery...................................367 Roland Fuss Price Limit...........................................368 Michael Gorham Price Range..........................................369 Kojo Menyah Price Revision.....................................370 Steven D. Dolvin Prime Broker.......................................371 Juliane Proelss Principal..............................................372 Oana Secrieru Principal Shareholder........................373 Joan Rockey Private Equity.....................................373 Winston T. H. Koh Private Placement...............................374 John F. Freihammer Privately Held.....................................375 Stefan Ulreich Projection............................................376 Daniel Schmidt Prospectus...........................................376 Dimitrios Gounopoulos Public Commodity Funds..................377 Zeno Adams Public Market Equivalent (PME)...............................................378 Christoph Kaserer Public Offering...................................379 M. Nihat Solakoglu Public to Private.................................380 Mariela Borell Public Venture Capital.......................380 Oana Secrieru Put Option...........................................381 Robert Pietsch Pyramiding.........................................382 Colin Read Q Qualified Investor..............................383 Martin Eling Quiet Filing.........................................383 Colin Read Quiet Period........................................384 Edward J. Lusk R Ranking...............................................387 Francois-F.ric Racicot Ratchets................................................388 Stephan Bucher Contents • xxi Real Option Approach.......................389 Eva Nathusius Recap Buyout.......................................390 Ann-Kristin Achleitner Recapitalization..................................390 Christoph Kaserer Red Herring.........................................391 Abdulkadir Civan Redemption Period.............................392 Marno Verbeek Registration Statement......................393 Stuart A. McCrary Regulation D Fund.............................393 Martin Eling Regulation D Offering.......................394 Marcus Mu ller Relative Value Arbitrage....................396 Christian Hoppe Reportable Position............................397 Julia Stolpe Reporting Guidelines.........................398 Markus Ampenberger Return-Based Style Factors...............399 Iwan Meier Reverse Crush Spread........................400 Lutz Johanning Reverse Leveraged Buyout................402 Markus Ampenberger Right of First Refusal.......................402 Daniel Schmidt Risk Arbitrage.....................................403 Martin Eling Roadshow............................................404 Stefano Gatti Rogers International Commodities Index (RICI)....................................404 Oliver A. Schwindler Roll-Up................................................405 Mariela Borell Round Turn........................................406 Sol Waksman Rules (NFA) .......................................406 Annick Lambert s Sample Grade.....................................409 Christine Rehan Scalper..................................................410 Juan Salazar Seasoned Equity Offering (SEO)................................................410 Steven D. Dolvin Second-Stage Funding.......................411 Andreas Bascha Secondaries..........................................412 Daniel Schmidt Secondary Action Track....................412 Franziska Feilke Secondary Buyout...............................413 Tereza Tykvova Secondary Market...............................413 M. Banu Durukan xxii • Contents Secondary Offering............................416 Settlement Date..................................427 Kojo Menyah Kok Fai Phoon Sector Breakdown...............................416 Settlement Price.................................428 Galina Kalcheva Carlos Lopez Gutierrez Sector Strategy....................................417 Shelf Filing.........................................428 Andreza Barbosa Robert Christopher son Security Future...................................418 Short Exposure...................................429 Don Powell Daniel Capocci Seed Capital.........................................418 Short Position....................................430 Philipp Krohmer Galina Kalcheva Seed Money..........................................419 Short Selling Strategy........................431 Winston T. H. Koh Raymond Theoret Seed Stage Financing..........................419 Short Squeeze......................................432 Oana Secrieru Jerome Teiletche Segregated Account...........................420 Short the Basis....................................433 Daniel Capocci Berna Kirkulak Selection Bias......................................421 Single-Strategy Fund........................434 Dieter G. Kaiser Zsolt Berenyi Self-Regulatory Organization..........422 Single-Strategy Funds of Funds.......434 Giampaolo Gabbi Andreza Barbosa Self-Selection Bias.............................423 Skewness..............................................435 Martin Eling Fabrice Douglas Rouah Seller s Market...................................424 Sliding Fee Scale.................................436 Colin Read Joan K. Rockey Selling Group.....................................424 Social Entrepreneurship....................436 Joan Rockey Ann-Kristin Achleitner Selling Concession..............................425 Social Venture Capital.......................437 Joan Rockey Brian L. King Selling Shareholder...........................426 Soft Commodities...............................438 Joan Rockey Roland Fuss Semideviation....................................426 Soft Dollars........................................440 Giampaolo Gabbi Alain Coen Contents • xxiii Sortino Ratio.......................................441 Meredith Jones Soybean Market.................................442 Robert Christopherson Speculator...........................................442 Frank Schuhmacher Spin Off...............................................443 Claudia Kreuz Spot......................................................443 Zeno Adams Spot Commodity................................444 Marcus Miiller Spot Month.........................................444 Katrina Winiecki Dee Spreading............................................445 Raquel M. Gaspar Staging................................................446 Andreas Bascha Stale Pricing........................................447 Christian Hoppe Standard Error...................................448 Mohamed Djerdjouri Statistical Arbitrage..........................449 Bernd Scherer Sterling Ratio.....................................449 Meredith Jones Stress Testing......................................450 Francois-Serge Lhabitant Stressed Markets.................................450 Niklas Wagner Strike Price..........................................453 M. Nihat Solakoglu Strong Hands......................................453 Sol Waksman Structured Products..........................454 Jens Johansen Style Analysis......................................456 Keith H. Black Style Drift............................................458 Iwan Meier Survivorship Bias..............................460 Fabrice Douglas Rouah Swap......................................................461 Giampaolo Gabbi Sweat Equity........................................463 Eva Nathusius Syndicate.............................................464 Tereza Tykvova Syndicate Bid......................................464 Rico Baumann Syndicate Manager.............................465 Ulrich Hommel Syndicated Sale..................................466 Rico Baumann Syndication..........................................467 Tereza Tykvova Systematic CTA..................................468 Keith H. Black Systematic Trading.............................469 Don Powell Synthetic Future.................................469 Francesco Menoncin xxiv • Contents T Takedown.............................................473 Ulrich Hommel Technical Analysis..............................474 M. Banu Durukan Tender Offer........................................476 Kojo Menyah Term Sheet...........................................477 Winston T. H. Koh Third-Stage Financing.......................477 Timothy W. Dempsey Tick.......................................................478 Carlos Lopez Gutierrez Time Value...........................................478 Joao Duque To-Arrive Contract.............................479 Sven Olboeter Tombstone..........................................480 John F. Freihammer Top-Down Investing...........................481 Hayette Gatfaoui Tracking Error....................................481 Raymond Theoret Tranche................................................482 Philipp Krohmer Transparency.......................................483 Keith H. Black Trend Following.................................484 Bernd Scherer Treynor Ratio.....................................486 Francois-Serge Lhabitant Turnaround........................................486 Mariela Borell u Uncovered Options.............................489 Christian Hoppe Underlying Commodity....................490 Stefan Ulreich Underlying Futures Contract...........490 Raymond Theoret Underpricing.......................................491 Edward J. Lusk Underwriter.........................................492 Dimitrios Gounopoulos Underwriting Spread..........................493 Robert Christopherson Unseasoned Equity Offering.............494 Kojo Menyah Up Capture Ratio................................494 Jodie Gunzberg U.S. Equity Hedge...............................495 Daniel Capocci V Valuation Guidelines.........................497 Markus Ampenberger Value-Added Monthly Index.............499 Marcus Miiller Value-at-Risk.......................................499 Markus Leippold Variance Swap.....................................501 Jens Johansen Venture Capital..................................506 Brian L. King Contents • xxv Venture Capital Financing...............508 Douglas Cumming Venture Capital Method...................509 Brian L. King Venture Capitalist.............................509 Winston T. H. Koh Venture Factoring...............................511 Stephan Bucher Venture Leasing..................................511 Stephan Bucher Venture Philanthropy........................512 Ann-Kristin Achleitner Venture Valuation..............................514 Eva Nathusius VIX.......................................................515 Fabrice Douglas Rouah Volatility..............................................516 Francois-Eric Racicot w Warehouse Receipt.............................517 Julia Stolpe Weather Premium..............................518 Bernd Scherer White Label.........................................518 Marcus Mu ller Withdrawn Offering..........................519 Douglas Cumming Index .521
adam_txt	Contents Acknowledgments.xxvii Introduction.xxix Editor.xxxi Contributors.xxxiii List of Contributor Entries.xxxix Absolute Return.1 Sean Richardson Absolute Return Index.2 Elisabeth Stocker Acceleration.3 Douglas Gumming Accredited Investor.3 Sean Richardson Active Premium.4 Carlos Lopez Gutierrez Activists.5 Dieter G. Kaiser Aftermarket.6 Colin Read Aftermarket Orders.7 Colin Read Aftermarket Performance.7 Steven D. Dolvin .8 Agency Problem. Oana Secrieru Aggregation. Fran(ois-£ric Racicot .11 Agricultural Trade Option Merchant.12 Franziska Feilke Allowances.13 Abdulkadir Civan Alpha.13 Markus Leippold Alternative Asset.14 Begona Torre Olmo Alternative Asset Class.16 Marno Verbeek Alternative Alpha.17 Georges Hiibner Alternative Betas.17 Georges Hiibner Alternative Investment Strategies.18 Zsolt Berenyi Angel Financing.20 Oana Secrieru Angel Groups.20 Stephan Bucher Angel Investor.21 Winston T. H. Koh Vll viii • Contents Annualized Compound Return.21 Mohamed Djerdjouri Annualized Standard Deviation.22 Mohamed Djerdjouri Approved Delivery Facility.23 Ingo G. Bordon Arbitrage.24 Andreza Barbosa Arbitration.25 Keith H. Black Archangel.26 Martin Hibbeln Artificial Price.26 Bill N. Ding Asset Allocation.27 Giampaolo Gabbi Asset-Based Style Factors.29 Roberto Savona Asset-Weighted Index.30 Timothy W. Dempsey Assignment.31 Raymond Theoret Associated Person.32 Julia Stolpe At-the-Money Option.32 Raymond Theoret Attrition Rates.33 Robert Pietsch Average Gain (Gain Mean).34 Galina Kalcheva Average Return.35 Mohamed Djerdjouri B Backfilling Bias.37 Robert Pietsch Back Pricing.38 Bill N. Ding Backwardation.38 Hilary F. Till Basis.39 Hilary F. Till Basis Grade.40 Sergio Sanfilippo Azofra Basis Swap.41 Francesco Menoncin Beauty Contest.41 Claudia Kreuz Benchmark.42 Wolfgang Breuer Beta.42 Raymond Theoret Bid-Ask Spread.44 Francois-Eric Racicot Block Trade.44 Paolo M. Panteghini Bonds (Overview of Types).45 Karyn Neuhauser Bookbuilding.47 Edward J. Lusk Booking the Basis.49 Ansgar Belke Bottom-Up Investing.49 Hayette Gatfaoui Contents • ix Bridge Financing.50 Jens Burchardt Bridge Loan.52 Christian Hoppe BTOP 50 Index.53 Jodie Gunzberg Bucketing.54 Carlos Lopez Gutierrez Buyer's Market.55 Begona Torre Olmo c Calendar Report.57 Bill N. Ding Call Option.58 M. Banu Durukan Calmar Ratio.61 Mehmet Orhan Cancellation.62 Keith H. Black Capital Call.62 Philipp Krohmer Capital Commitment.63 Markus Ampenberger Capital Distribution.63 John F. Freihammer Capital Structure Arbitrage.64 Georges Hubner Carried Interest.65 Markus Ampenberger Carrying Charge.66 Oliver A. Schwindler Carve-Out.66 Stefano Gatti Cash Commodity.67 Keith H. Black Cash Market.68 Keith H. Black Cash Settlement.69 Dengli Wang Cash Settlement (An Example).69 Walter Orth CDO.70 Francois-Eric Racicot Certification.71 Douglas Cumming Chinese Wall.71 Denis Schweizer CISDM Indexes.72 Laurent Favre Clawback.73 Denis Schweizer Clearing Members.74 Abdulkadir Civan Clearing Organization.76 Keith H. Black Clearing Price.76 Robert Christopherson Closing.77 Stuart A. McCrary Coefficient of Determination.78 Fabrice Douglas Rouah Coffee Market.79 Zeno Adams Contents Committed Capital.80 Denis Schweizer Commodity Credit Corporation (CCC).81 Lutz Johanning Commodity Exchange Act.82 Timothy W. Dempsey Commodity Futures Indices: Spot, Excess, and Total Return.82 Denis Schweizer Commodity Futures Modernization Act of 2000.85 Keith H. Black Commodity Futures Trading Commission.85 Timothy W. Dempsey Commodity-Linked Bond.86 Juliane Proelss Commodity Option.88 Matthias Muck Commodity Pool.88 Miriam Gandarillas Iglesias Commodity Pool Operator (CPO).89 Miriam Gandarillas Iglesias Commodity Price Index.90 Andreza Barbosa Commodity Research Bureau (CRB).91 Roland Fuss Commodity Trading Advisor (CTA).93 Zsolt Berenyi Commodity Swap.94 Francesco Menoncin Community Development Venture Capital.94 Ann-Kristin Achleitner Companion Fund.95 Douglas Cumming Company Buy-Back.96 Andreas Bascha Conditional Value-at-Risk (CVaR).96 Zeno Adams Confirmation Statement.100 Julia Stolpe Contango.101 Hilary F. Till Contract Grades.101 Jean-Pierre Gueyie Contract Market.102 Bill N. Ding Contract Month.103 Raffaele Zenti Contract Size.103 Jean-Pierre Gueyie Convergence.104 Jodie Gunzberg Conversion Factors.105 Roland Fuss Convertible Arbitrage.107 Francois-Serge Lhabitant Core Principle.108 Franziska Feilke Corn Market.110 Stefan Ulreich Cornish-Fisher Value-at-Risk .110 Marcus Mtiller Contents • xi Cornish-Fisher Value-at-Risk for Portfolio Optimization.Ill Oliver A. Schwindler Corporate Structure Arbitrage.113 Jens Johansen Corporate Venture Capital.113 Stefano Caselli Correlation Coefficient.114 Mohamed Djerdjouri Cost, Insurance, and Freight (CIF). 115 Jan-Hendrik Meier Cost of Tender.116 Raquel M. Gaspar Cotton Market.116 Stefan Ulreich Counterparty Risk.117 Sergio Sanfilippo Azofra Covenants.117 Stuart A. McCrary Covenants (Venture Capital and Private Equity Context).118 Brian L. King Covenants (in Loans or Securities Issues).120 Karyn Neuhauser Covered Options.122 Joao Duque Crack Spread.122 Bernd Scherer CRB Reuters.123 Christian Hoppe Credit Default Swap.124 Francesco Menoncin Cross-Hedge.126 Juliane Proelss Cross-Trading.128 Lutz Johanning Crude Oil Market.129 Roland Fuss CSFB Tremont Hedge Fund Index.131 Timothy W. Dempsey Curb Trading.131 Don Powell Currency Classification.132 Christine Rehan D Deal Flow.133 Daniel Schmidt Deferred Delivery Month.133 Sven Olboeter Deferred Futures.134 Francois-Eric Racicot Deliverable Grades.135 Stefan Ulreich Delivery Date.135 Sergio Sanfilippo Azofra Delivery Instrument.136 Sergio Sanfilippo Azofra Delivery Notice.136 Miriam Gandarillas Iglesias Delivery Point.137 Robert Christopherson Demand Rights.137 Stephan Bucher xii • Contents Derivatives Transaction Execution Facility (DTEF).138 Lutz Johanning Designated Contract Market.139 Michael Gorham Designated Self-Regulatory Organization.140 Keith H. Black Direct Public Offering.141 Stefan Wendt Directional.141 Daniel Capocci Discretionary Account.142 Galina Kalcheva Discretionary CTA.143 Keith H. Black Discretionary Trading.144 Katrina Winiecki Dee Distressed Debt.145 Rina Ray Distressed Securities.147 Francois-Serge Lhabitant Diversified Classification.148 Keith H. Black Double Hedging.149 Francesco Menoncin Dow Jones-AIG Commodity Index. 150 Hilary F. Till Down Capture Ratio.151 Jodie Gunzberg Down Round.151 Brian L. King Downside Deviation.152 Meredith Jones Drag-Along Right.153 Daniel Schmidt Drawdown.153 Markus Leippold Due Diligence.155 Sean Richardson Dutch Auction.155 Rina Ray Dynamic Asset Allocation.157 Raffaele Zenti E Early Redemption Policy.161 Francois-Eric Racicot Early Stage Finance .162 Stefano Caselli Economically Deliverable Supply.163 Sven Olboeter EDHEC Alternative Indexes.163 Noel Amenc and Lionel Martellini EDHEC CTA Global Index.164 Corneliu Crisan and Simon Vuille Eligible Contract Participant.164 Michael Gorham Enumerated Agricultural Commodities.165 Stefan Ulreich Equal Weighted Strategies Index (HFRX).165 Elisabeth Stocker Contents • xiii Equally Weighted Index (HFRX).166 Francois-Serge Lhabitant Equity Hedge.167 Raymond Theoret Equity Market Neutral.168 Francois-Eric Racicot Event Driven.169 Martin Hibbeln Evergreen Fund.169 Brian L. King Excluded Commodities.170 Christine Rehan Exercise Option.171 M. Nihat Solakoglu Exercise Price.171 M. Banu Durukan Exit Strategy.172 Stefano Caselli Expiration Date.173 Katrina Winiecki Dee Extrinsic Value.173 Carlos Lopez Gutierrez F Factor Models.175 Mehmet Orhan Fallen Angel.177 Alain Coen Fast Market.177 Oliver A. Schwindler Feed Ratio.178 Abdulkadir Civan Filing Range.179 Berna Kirkulak Final Prospectus.180 Kojo Menyah Financing Round.180 Stuart A. McCrary Firm Commitment.182 Maker Kooli First Notice Day.182 Colin Read First Stage Financing.183 Timothy W. Dempsey First Time Fund.183 Philipp Krohmer Five Against Note Spread (FAN Spread).184 Miriam Gandarillas Iglesias Fixed Income Arbitrage.184 Wolfgang Breuer Flipping.186 Dimitrios Gounopoulos Float.187 Stuart A. McCrary Floor Broker.188 Robert Christopherson Floor Trader.188 Robert Christopherson Follow-on Funding.189 Tereza Tykvova Forward Contracts.189 Giampaolo Gabbi xiv • Contents Forward Market.191 Matthias Muck Forward Volatility Agreement.191 Niklas Wagner Free on Board (FOB).193 Jochen Zimmermann Fundamental Analysis.194 M. Banu Durukan Fundraising.196 Stefano Caselli Funds of Funds.197 Dieter G. Kaiser Fungibility.199 Sergio San)Hippo Azofra Futures.200 Jan-Hendrik Meier Futures Commission Merchant.201 Stefan Wendt Futures Contract.201 M. Nihat Solakoglu Futures Industry Association.203 Juan Salazar G Gain Standard Deviation.205 Zsolt Berenyi Gain-to-Loss Ratio.205 Christian Kempe Gate.206 Kevin McCarthy Gatekeeper.207 Alain Coin General Partner Contribution/ Commitment.207 Stuart A. McCrary Generalized Treynor Ratio.208 Georges Hubner German Entrepreneurial Index.209 Christoph Kaserer Global Hedge Fund Index.210 Elisabeth Stocker Global Macro.212 Oliver A. Schwindler Goldman Sachs Commodity Index.212 Hilary F. Till Grain Futures Act.213 Zeno Adams Grandstanding Problem.214 Stefano Gatti Greenshoe.214 Claudia Kreuz Greenshoe Option.215 Stefano Gatti Gross Spread.216 Steven D. Dolvin Guaranteed Introducing Broker.216 Stefan Wendt H Hedge.219 Raymond Theoret Hedge Fund.220 Laurent Favre Contents • xv Hedge Fund Replication.220 Bernd Scherer Hedge Ratio.222 Francesco Menoncin Hedging.223 Mehmet Orhan HFRI Convertible Arbitrage Index.224 Laurent Favre HFRI Distressed Index.226 Laurent Favre HFRI Fund Weighted Composite Index.226 Laurent Favre High Watermark.227 Wolfgang Breuer High Net Worth Individual.228 Christian Kempe Higher Moments.229 Daniel Capocci Hurdle Rate.230 Wolfgang Breuer I Implied Volatility.231 Juliane Proelss Incentive Fee.234 Wolfgang Breuer Incubator.235 Stefano Caselli Independent Introducing Broker.236 Stefan Wendt Information Ratio.237 Markus Leippold Initial Public Offering.238 Tereza Tykvova Institutional Buy Out.239 Mariela Borell Intangibles Company.240 Eva Nathusius Intercommodity Spread.240 Matthias Muck Interdelivery Spread.241 Raquel M. Gaspar Interest Rate Swap.242 Francesco Menoncin Internal Rate of Return (IRR).244 Christoph Kaserer In-the-Money Options.246 Jerome Teiletche Intrinsic Value.247 Jodo Duque Introducing Broker.248 Keith H. Black Investable Hedge Fund Indexes .248 Andreza Barbosa IPO Action Track.249 Franziska Feilke IPO Price.250 Stefano Gatti IPO Sentiment Index.250 Christoph Kaserer xvi • Contents IPOX (Initial Public Offering Index). 251 Josef A. Schuster J Jensen Alpha.255 Francois-Eric Racicot Jones Model.256 Jorg Richard Werner K Kurtosis.259 Fabrice Douglas Rouah L Large Order Execution Procedures.261 Sven Olboeter Last Notice Day.261 Torben W. Hendricks Last Trading Day.262 Robert Christopherson Lead Investor.262 Dengli Wang Lead Manager.263 Dengli Wang Lead Underwriter.263 Steven D. Dolvin Leverage.264 Zsolt Berenyi Leveraged Buyouts.265 Rina Ray Licensed Warehouse.268 Francois-Eric Racicot Life of Contract.268 Michael Gorham Limit.269 Annick Lambert Limited Partners.270 Philipp Krohmer Limited Partnership and LLC.270 Martin Eling Liquid Markets.271 Hayette Gatfaoui Liquidate.272 Katrina Winiecki Dee Live Hogs Market.272 Raymond Theoret Lock-Up.273 Andreas Bascha Lock-Up Period.274 Dieter G. Kaiser Long Position.274 M. Nihat Solakoglu Long Short Equity.275 Martin Hibbeln Long the Basis.275 Berna Kirkulak Lookback Straddle.276 Philipp N. Baecker Lookback Straddle (An Example).277 Dengli Wang Losing Streak.277 Meredith Jones Loss Standard Deviation.278 Kevin McCarthy Contents • xvii M Managed Funds.281 Matthias Muck Managed Funds Association (MFA).282 Juan Salazar Management Buy-In.282 Claudia Kreuz Management Buy-Out.283 Claudia Kreuz Management Fee.283 Sean Richardson Manager Skill.284 Markus Leippold Many-to-Many.286 Michael Gorham Margin.286 Raffaele Zenti Maintenance Margin.288 Kok Fai Phoon Managed Account.289 fuliane Proelss Managed Account Platforms.290 Dieter G. Kaiser Margin Call.292 Raffaele Zenti Mark-to-Market.293 Raffaele Zenti Market Neutral.294 Martin Hibbeln Market Order.294 Frank Schuhmacher Market-Timing Strategy.294 Timothy W. Dempsey Maximum Drawdown.295 Meredith Jones Maximum Price Fluctuation.297 Frank Schuhmacher Merger Arbitrage.297 Oliver A. Schwindler Mezzanine Finance.299 Andreas Bascha Minimum Acceptable Return.299 Meredith Jones Minimum Price Fluctuation.300 Frank Schuhmacher Modern Portfolio Theory.300 Jodie Gunzberg Modified Jones Model.302 Jochen Zimmermann Modified Sharpe Ratio.303 Marno Verbeek Modified Value-at-Risk.304 Oliver A. Schwindler Mortgage-Backed Securities (MBS).305 Oliver A. Schwindler Mount Lucas Management Index.307 Christian Kempe Multi-Manager Hedge Fund.308 Galina Kalcheva Multi-Strategy Fund.309 M. Nihat Solakoglu xviii • Contents Municipals Over Bonds Spread (MOB Spread).310 Lutz Johanning N Naked Options.313 Joao Duque National Futures Association.314 Denis Schweizer National Introducing Brokers Association (NIBA).315 Annick Lambert Natural Gas.316 Stefan Uheich Nearby Delivery Month.316 Raymond Theoret Net Asset Value (NAV).318 Paolo M. Panteghini Net Long.318 Sean Richardson Nondirectional.319 Marno Verbeek Notice Day.319 Alain Coin Notice of Intent to Deliver.320 Frank Schuhmacher Notional Principal.320 Franziska Feilke o Offering Date.323 Douglas dimming Offering Memorandum.324 Colin Read Offering Price.324 Berna Kirkulak Offering Range.325 Dimitrios Gounopoulos Offset.327 Michael Gorham Offshore Fund.327 Paolo M. Panteghini Offshore Jurisdiction.328 Paolo M. Panteghini Offshore Tax Haven.328 Paolo M. Panteghini Omega.329 Francois-6ric Racicot Omnibus Account.330 Miriam Gandarillas Iglesias One-to-Many.330 Michael Gorham Open Interest.331 Keith H. Black Open Outcry.332 Kok Fai Phoon Open Trade Equity.332 Don Powell Opening Premium.333 Colin Read Opening Range.333 Raquel M. Gaspar Opportunistic.334 Stefan Wendt Contents • xix Optimization.335 Mehmet Orhan Option Buyer.336 Jerome Teiletche Option Contract.337 M. Nihat Solakoglu Option Premium.338 Stefan Wendt Option Seller.339 Jerome Teiletche Options.341 Joao Duque Order Book.342 Alain Co'e'n Out-of-the-Money Option.343 Raymond Theoret Out Trade.344 Katrina Winiecki Dee Overallotment.344 Maher Kooli Overbought.345 Begona Torre Olmo Overpricing.345 Edward J. Lusk Oversold.346 Begona Torre Olmo Oversubscribed.347 Dimitrios Gounopoulos Over-the-Counter (OTC) Market.347 Jerome Teiletche Ownership Buyout (OBO).349 Ann-Kristin Achleitner P Pairs Trading.351 Jens Johansen Par.352 Raymond Theoret Participating Underwriters.353 Robert Christopherson Pearson Correlation Coefficient.353 Fabrice Douglas Rouah Peer Group Based Style Factors.354 Iwan Meier Penalty Bid.356 Stefan Wendt Performance Fee.357 Stefan Wendt Performance Persistence.357 Hayette Gatfaoui Piggyback Registration.358 Abdulkadir Civan Pipeline.359 John F. Freihammer Pit.360 Raquel M. Gaspar Pooled Fund.361 Julia Stolpe Position Limit.361 Don Powell Position Trader.362 Berna Kirkulak Post-Money Valuation.362 Georges Hiibner xx • Contents Postponement.363 Christine Rehan Prearranged Trading.364 Sven Olboeter Preliminary Prospectus.364 Colin Read Premium.365 Jean-Pierre Gueyie Pre-Money Valuation.365 Georges Htibner Price Basing.366 Bill N. Ding Price Discovery.367 Roland Fuss Price Limit.368 Michael Gorham Price Range.369 Kojo Menyah Price Revision.370 Steven D. Dolvin Prime Broker.371 Juliane Proelss Principal.372 Oana Secrieru Principal Shareholder.373 Joan Rockey Private Equity.373 Winston T. H. Koh Private Placement.374 John F. Freihammer Privately Held.375 Stefan Ulreich Projection.376 Daniel Schmidt Prospectus.376 Dimitrios Gounopoulos Public Commodity Funds.377 Zeno Adams Public Market Equivalent (PME).378 Christoph Kaserer Public Offering.379 M. Nihat Solakoglu Public to Private.380 Mariela Borell Public Venture Capital.380 Oana Secrieru Put Option.381 Robert Pietsch Pyramiding.382 Colin Read Q Qualified Investor.383 Martin Eling Quiet Filing.383 Colin Read Quiet Period.384 Edward J. Lusk R Ranking.387 Francois-F.ric Racicot Ratchets.388 Stephan Bucher Contents • xxi Real Option Approach.389 Eva Nathusius Recap Buyout.390 Ann-Kristin Achleitner Recapitalization.390 Christoph Kaserer Red Herring.391 Abdulkadir Civan Redemption Period.392 Marno Verbeek Registration Statement.393 Stuart A. McCrary Regulation D Fund.393 Martin Eling Regulation D Offering.394 Marcus Mu'ller Relative Value Arbitrage.396 Christian Hoppe Reportable Position.397 Julia Stolpe Reporting Guidelines.398 Markus Ampenberger Return-Based Style Factors.399 Iwan Meier Reverse Crush Spread.400 Lutz Johanning Reverse Leveraged Buyout.402 Markus Ampenberger Right of First Refusal.402 Daniel Schmidt Risk Arbitrage.403 Martin Eling Roadshow.404 Stefano Gatti Rogers International Commodities Index (RICI).404 Oliver A. Schwindler Roll-Up.405 Mariela Borell Round Turn.406 Sol Waksman Rules (NFA) .406 Annick Lambert s Sample Grade.409 Christine Rehan Scalper.410 Juan Salazar Seasoned Equity Offering (SEO).410 Steven D. Dolvin Second-Stage Funding.411 Andreas Bascha Secondaries.412 Daniel Schmidt Secondary Action Track.412 Franziska Feilke Secondary Buyout.413 Tereza Tykvova Secondary Market.413 M. Banu Durukan xxii • Contents Secondary Offering.416 Settlement Date.427 Kojo Menyah Kok Fai Phoon Sector Breakdown.416 Settlement Price.428 Galina Kalcheva Carlos Lopez Gutierrez Sector Strategy.417 Shelf Filing.428 Andreza Barbosa Robert Christopher son Security Future.418 Short Exposure.429 Don Powell Daniel Capocci Seed Capital.418 Short Position.430 Philipp Krohmer Galina Kalcheva Seed Money.419 Short Selling Strategy.431 Winston T. H. Koh Raymond Theoret Seed Stage Financing.419 Short Squeeze.432 Oana Secrieru Jerome Teiletche Segregated Account.420 Short the Basis.433 Daniel Capocci Berna Kirkulak Selection Bias.421 Single-Strategy Fund.434 Dieter G. Kaiser Zsolt Berenyi Self-Regulatory Organization.422 Single-Strategy Funds of Funds.434 Giampaolo Gabbi Andreza Barbosa Self-Selection Bias.423 Skewness.435 Martin Eling Fabrice Douglas Rouah Seller's Market.424 Sliding Fee Scale.436 Colin Read Joan K. Rockey Selling Group.424 Social Entrepreneurship.436 Joan Rockey Ann-Kristin Achleitner Selling Concession.425 Social Venture Capital.437 Joan Rockey Brian L. King Selling Shareholder.426 Soft Commodities.438 Joan Rockey Roland Fuss Semideviation.426 Soft Dollars.440 Giampaolo Gabbi Alain Coen Contents • xxiii Sortino Ratio.441 Meredith Jones Soybean Market.442 Robert Christopherson Speculator.442 Frank Schuhmacher Spin Off.443 Claudia Kreuz Spot.443 Zeno Adams Spot Commodity.444 Marcus Miiller Spot Month.444 Katrina Winiecki Dee Spreading.445 Raquel M. Gaspar Staging.446 Andreas Bascha Stale Pricing.447 Christian Hoppe Standard Error.448 Mohamed Djerdjouri Statistical Arbitrage.449 Bernd Scherer Sterling Ratio.449 Meredith Jones Stress Testing.450 Francois-Serge Lhabitant Stressed Markets.450 Niklas Wagner Strike Price.453 M. Nihat Solakoglu Strong Hands.453 Sol Waksman Structured Products.454 Jens Johansen Style Analysis.456 Keith H. Black Style Drift.458 Iwan Meier Survivorship Bias.460 Fabrice Douglas Rouah Swap.461 Giampaolo Gabbi Sweat Equity.463 Eva Nathusius Syndicate.464 Tereza Tykvova Syndicate Bid.464 Rico Baumann Syndicate Manager.465 Ulrich Hommel Syndicated Sale.466 Rico Baumann Syndication.467 Tereza Tykvova Systematic CTA.468 Keith H. Black Systematic Trading.469 Don Powell Synthetic Future.469 Francesco Menoncin xxiv • Contents T Takedown.473 Ulrich Hommel Technical Analysis.474 M. Banu Durukan Tender Offer.476 Kojo Menyah Term Sheet.477 Winston T. H. Koh Third-Stage Financing.477 Timothy W. Dempsey Tick.478 Carlos Lopez Gutierrez Time Value.478 Joao Duque To-Arrive Contract.479 Sven Olboeter Tombstone.480 John F. Freihammer Top-Down Investing.481 Hayette Gatfaoui Tracking Error.481 Raymond Theoret Tranche.482 Philipp Krohmer Transparency.483 Keith H. Black Trend Following.484 Bernd Scherer Treynor Ratio.486 Francois-Serge Lhabitant Turnaround.486 Mariela Borell u Uncovered Options.489 Christian Hoppe Underlying Commodity.490 Stefan Ulreich Underlying Futures Contract.490 Raymond Theoret Underpricing.491 Edward J. Lusk Underwriter.492 Dimitrios Gounopoulos Underwriting Spread.493 Robert Christopherson Unseasoned Equity Offering.494 Kojo Menyah Up Capture Ratio.494 Jodie Gunzberg U.S. Equity Hedge.495 Daniel Capocci V Valuation Guidelines.497 Markus Ampenberger Value-Added Monthly Index.499 Marcus Miiller Value-at-Risk.499 Markus Leippold Variance Swap.501 Jens Johansen Venture Capital.506 Brian L. King Contents • xxv Venture Capital Financing.508 Douglas Cumming Venture Capital Method.509 Brian L. King Venture Capitalist.509 Winston T. H. Koh Venture Factoring.511 Stephan Bucher Venture Leasing.511 Stephan Bucher Venture Philanthropy.512 Ann-Kristin Achleitner Venture Valuation.514 Eva Nathusius VIX.515 Fabrice Douglas Rouah Volatility.516 Francois-Eric Racicot w Warehouse Receipt.517 Julia Stolpe Weather Premium.518 Bernd Scherer White Label.518 Marcus Mu'ller Withdrawn Offering.519 Douglas Cumming Index .521
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publisher	CRC Press
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spelling	Encyclopedia of alternative investments ed. by Greg N. Gregoriou Alternative investments Boca Raton [u.a.] CRC Press 2009 XLV, 541 S. Ill., graph. Darst. txt rdacontent n rdamedia nc rdacarrier Includes bibliographical references and index "This book provides 545 entries that focus on hedge funds, funds of hedge funds, managed futures, commodities, and venture capital; offers in-depth definitions for each entry-more than typically found in online glossaries; includes contributions from international experts in a variety of financial areas; and lists numerous tables and figures as well as academic references for the entries."--BOOK JACKET. Investments Encyclopedias Asset allocation Encyclopedias Portfolio management Encyclopedias Investment analysis Encyclopedias Gregoriou, Greg N. 1956- Sonstige (DE-588)132185016 oth HBZ Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=016575070&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis
spellingShingle	Encyclopedia of alternative investments Investments Encyclopedias Asset allocation Encyclopedias Portfolio management Encyclopedias Investment analysis Encyclopedias
title	Encyclopedia of alternative investments
title_alt	Alternative investments
title_auth	Encyclopedia of alternative investments
title_exact_search	Encyclopedia of alternative investments
title_exact_search_txtP	Encyclopedia of alternative investments
title_full	Encyclopedia of alternative investments ed. by Greg N. Gregoriou
title_fullStr	Encyclopedia of alternative investments ed. by Greg N. Gregoriou
title_full_unstemmed	Encyclopedia of alternative investments ed. by Greg N. Gregoriou
title_short	Encyclopedia of alternative investments
title_sort	encyclopedia of alternative investments
topic	Investments Encyclopedias Asset allocation Encyclopedias Portfolio management Encyclopedias Investment analysis Encyclopedias
topic_facet	Investments Encyclopedias Asset allocation Encyclopedias Portfolio management Encyclopedias Investment analysis Encyclopedias
url	http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=016575070&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA
work_keys_str_mv	AT gregoriougregn encyclopediaofalternativeinvestments AT gregoriougregn alternativeinvestments

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