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|a 9789814280112 (electronic bk.)
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|z 9789814280105
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|z 9814280100
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|a 332.6
|2 22
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| 245 |
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|a Alternative investments and strategies
|c editors, Rudiger Kiesel, Matthias Scherer & Rudi Zagst.
|h [electronic resource] /
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| 260 |
# |
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|a Singapore ;
|a Hackensack, N.J. :
|b World Scientific Pub. Co.,
|c c2010.
|
| 300 |
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|a xv, 397 p. ;
|b ill. (some col.)
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| 504 |
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|a Includes bibliographical references and index.
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| 505 |
0 |
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|a ch. 1. Socially responsible investments / Sven HroB, Christofer Vogt and Rudi Zagst -- ch. 2. Listed private equity in a portfolio context / Philipp Aigner ... [et al.] -- ch. 3. Alternative real assets in a portfolio context / Wolfgang Mader, Sven Treu and Sebastian Willutzky -- ch. 4. The freight market and its derivatives / Rudiger Kiesel and Patrick Scherer -- ch. 5. On forward price modeling in power markets / Fred Espen Benth -- ch. 6. Pricing certificates under issuer risk / Barbara Gotz, Rudi Zagst and Marcos Escobar -- ch. 7. Asset allocation with credit instruments / Barbara Menzinger, Anna Schlosser and Rudi Zagst -- ch. 8. Cross asset portfolio derivatives / Stephan Hocht, Matthias Scherer and Philip Seegerer -- ch. 9. Dynamic portfolio insurance without options / Dominik Dersch -- ch. 10. How good are portfolio insurance strategies? / Sven Balder and Antje Mahayni -- ch. 11. Portfolio insurances, CPPI and CPDO, truth or illusion? / Elisabeth Joossens and Wim Schoutens -- ch. 12. On the benefits of robust asset allocation for CPPI strategies / Katrin Schottle and Ralf Werner -- ch. 13. Robust asset allocation under model risk / Pauline Barrieu and Sandrine Tobelem -- ch. 14. Semi-static hedging strategies for exotic options / Hansjorg Albrecher and Philipp Mayer -- ch. 15. Discrete-time variance-optimal hedging in affine stochastic volatility models / Jan Kallsen ... [et al.].
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| 520 |
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|a 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.
|
| 533 |
# |
# |
|a Electronic reproduction.
|b Singapore :
|c World Scientific Publishing Co.,
|d 2010.
|n System requirements: Adobe Acrobat Reader.
|n Mode of access: World Wide Web.
|n Available to subscribing institutions.
|
| 650 |
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0 |
|a Investments
|x Moral and ethical aspects.
|
| 650 |
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0 |
|a Portfolio management
|x Moral and ethical aspects.
|
| 655 |
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0 |
|a Electronic books.
|
| 700 |
1 |
# |
|a Kiesel, Rudiger,
|d 1962-
|
| 700 |
1 |
# |
|a Scherer, Matthias.
|
| 700 |
1 |
# |
|a Zagst, Rudi,
|d 1961-
|
| 710 |
2 |
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|a World Scientific (Firm)
|
| 776 |
1 |
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|z 9789814280105
|
| 776 |
1 |
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|z 9814280100
|
| 856 |
4 |
0 |
|z View fulltext via EzAccess
|u https://ezaccess.library.uitm.edu.my/login?url=http://www.worldscientific.com/worldscibooks/10.1142/7373#t=toc
|