Alternative Investments And Strategies

by Rudiger Kiesel, Rudi Zagst, Matthias Scherer

Overview

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.

Product Details

ISBN-13:	9789814280105
Publisher:	World Scientific Publishing Company, Incorporated
Publication date:	06/22/2010
Edition description:	New Edition
Pages:	416
Product dimensions:	6.10(w) x 9.10(h) x 0.80(d)