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Alternative investments and strategies

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 resp...

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Bibliographic Details
Corporate Author: World Scientific (Firm)
Other Authors: Kiesel, Rudiger, 1962-, Scherer, Matthias., Zagst, Rudi, 1961-
Format: Electronic
Language:English
Published: Singapore ; Hackensack, N.J. : World Scientific Pub. Co., c2010.
Subjects:
Investments > Moral and ethical aspects.
Portfolio management > Moral and ethical aspects.
Electronic books.
Online Access:View fulltext via EzAccess
Description
Summary: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.
Physical Description:xv, 397 p. ; ill. (some col.)
Bibliography:Includes bibliographical references and index.
ISBN:9789814280112 (electronic bk.)

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