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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Language English ● Format PDF ● Pages 416 ● ISBN 9789814280112 ● File size 7.8 MB ● Editor Ruediger Kiesel & Rudi Zagst ● Publisher World Scientific Publishing Company ● City Singapore ● Country SG ● Published 2010 ● Downloadable 24 months ● Currency EUR ● ID 2447993 ● Copy protection Adobe DRM
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