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Alternative Investments And Strategies:


  • Rüdiger Kiesel
    (Universität Ulm, Germany)

  • Matthias Scherer
    (Technische Universität München, Germany)

  • Rudi Zagst
    (Technische Universität München, Germany)


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.

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

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    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.

    Cited by:

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

    More about this item


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

    JEL classification:

    • C0 - Mathematical and Quantitative Methods - - General
    • G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
    • G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
    • G22 - Financial Economics - - Financial Institutions and Services - - - Insurance; Insurance Companies; Actuarial Studies


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