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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| Format: | Electronic |
| Language: | English |
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Singapore ; Hackensack, N.J. :
World Scientific Pub. Co.,
c2010.
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| Online Access: | View fulltext via EzAccess |
Table of Contents:
- 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.].