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Alternative Investments and Strategies

Editor

Listed:
  • Rüdiger Kiesel
    (Universität Ulm, Germany)

  • Matthias Scherer
    (Technische Universitätt 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.

Individual chapters are listed in the "Chapters" tab

Suggested Citation

  • Rüdiger Kiesel & Matthias Scherer & Rudi Zagst (ed.), 2010. "Alternative Investments and Strategies," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 7373, January.
    • Handle: RePEc:wsi:wsbook:7373
    as

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    File URL: https://www.worldscientific.com/worldscibooks/10.1142/7373
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    Citations

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    Cited by:

    1. Philipp Mayer & Natalie Packham & Wolfgang Schmidt, 2015. "Static hedging under maturity mismatch," Finance and Stochastics, Springer, vol. 19(3), pages 509-539, July.
    2. Fred Benth & Nils Detering, 2015. "Pricing and hedging Asian-style options on energy," Finance and Stochastics, Springer, vol. 19(4), pages 849-889, October.

    Book Chapters

    The following chapters of this book are listed in IDEAS

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