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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Bahasa Inggeris ● Format PDF ● Halaman-halaman 416 ● ISBN 9789814280112 ● Saiz fail 7.8 MB ● Penyunting Ruediger Kiesel & Rudi Zagst ● Penerbit World Scientific Publishing Company ● Bandar raya Singapore ● Negara SG ● Diterbitkan 2010 ● Muat turun 24 bulan ● Mata wang EUR ● ID 2447993 ● Salin perlindungan Adobe DRM
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