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Alternative Investments And Strategies:

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Editor Info

  • Rüdiger Kiesel
    (Universität Ulm, Germany)
  • Matthias Scherer
    (Technische Universität München, Germany)
  • Rudi Zagst
    (Technische Universität München, Germany)

Abstract

This book combines academic research and practical expertise on alternative assets and trading strategies in a unique way. The asset classes that are discussed include: credit risk, cross-asset derivatives, energy, private equity, freight agreements, alternative real assets (ARA), and socially responsible investments (SRI). The coverage on trading and investment strategies are directed at portfolio insurance, especially constant proportion portfolio insurance (CPPI) and constant proportion debt obligation (CPDO) strategies, robust portfolio optimization, and hedging strategies for exotic options.

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File URL: http://www.worldscientific.com/worldscibooks/10.1142/7373
Download Restriction: Ebook Access is available upon purchase.

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Bibliographic Info

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This book is provided by World Scientific Publishing Co. Pte. Ltd. in its series World Scientific Books with number 7373 and published in 2010.

ISBN: 9789814280105
Handle: RePEc:wsi:wsbook:7373

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Web page: http://ebooks.worldscinet.com/

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Related research

Keywords: Alternative Investments; Portfolio Selection; Trading Strategy; Product Innovations; CPPI; Portfolio Optimization; Portfolio Insurance;

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