Fabozzi Series. John Wiley & Sons, 2002. – 513 p.
This book has two broad objectives. The first is to introduce the reader to the various types of alternative assets that exist in the financial markets. In this respect, parts of this book are more descriptive in nature.
Second, this book provides chapters with original research with respect to alternative assets. In this respect, certain chapters are more quantitative as is necessary to develop empirical results. Again, I try to stay away from financial jargon as much as possible and provide the intuition behind my empirical conclusions. Yet, I believe that these chapters can serve as reference material for mathematical conclusions regarding alternative assets.