Alternative Investments And Strategies

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    Alternative Investments And Strategies
    By: Kiesel Ruediger
    Publisher:
    World Scientific
    Print ISBN: 9789814280105, 9814280100
    eText ISBN: 9789814280112, 9814280119
    Format: PDF
    Available from $ 217.00 USD
    SKU 9789814280112
    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.
     

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