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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Sprache Englisch ● Format PDF ● Seiten 416 ● ISBN 9789814280112 ● Dateigröße 7.8 MB ● Herausgeber Ruediger Kiesel & Rudi Zagst ● Verlag World Scientific Publishing Company ● Ort Singapore ● Land SG ● Erscheinungsjahr 2010 ● herunterladbar 24 Monate ● Währung EUR ● ID 2447993 ● Kopierschutz Adobe DRM
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