Author : Rdiger Kiesel,Matthias Scherer,Rudi Zagst
Publisher : World Scientific
Page : 414 pages
File Size : 44,7 Mb
Release : 2010
Category : Business & Economics
ISBN : 9789814280105
Alternative Investments and Strategies by Rdiger Kiesel,Matthias Scherer,Rudi Zagst Pdf
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.