ENGLISH

Alternative Investments and Strategies

By Rudiger Kiesel

Book information

Publisher
World Scientific Publishing Company
Year
2010
ISBN
9814280100, 9789814280105
LCC
HG4515.13 .A498 2010
Google Books ID
n30_h_OSqtQC
Open Library ID
OL24493888M
Language
english
Format
PDF
Filesize
3 MB (3400979 bytes)
Pages
414\414
Topic
Economy Investing
Orientation
yes
Scanned
no
Time added
2012-02-04 16:00:00
Финансово-экономические дисциплины;Инвестиции;Инве

Description

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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