Alternative Investments and Strategies - Hardcover

Rudiger Kiesel

 
9789814280105: Alternative Investments and Strategies
Hardcover
ISBN 10: 9814280100 ISBN 13: 9789814280105
Publisher: World Scientific Publishing Co Pte Ltd, 2010

Synopsis

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, real alternative assets (RAA), 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.

"synopsis" may belong to another edition of this title.

From the Back Cover

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, real alternative assets (RAA), 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.

"About this title" may belong to another edition of this title.

Publisher
World Scientific Publishing Co Pte Ltd
Publication date
2010
Language
English
ISBN 10 
9814280100
ISBN 13 
9789814280105
Binding
Hardcover
Number of pages
416
Editor
Rudiger Kiesel, Matthias Scherer, Rudi Zagst