ALTERNATIVE INVESTMENTS AND STRATEGIES
Edited by RÃ¼diger Kiesel,
Matthias Scherer and
in World Scientific Books from World Scientific Publishing Co. Pte. Ltd.
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.
Keywords: Alternative Investments; Portfolio Selection; Trading Strategy; Product Innovations; CPPI; Portfolio Optimization; Portfolio Insurance (search for similar items in EconPapers)
JEL-codes: C0 G11 G12 G22 (search for similar items in EconPapers)
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Persistent link: https://EconPapers.repec.org/RePEc:wsi:wsbook:7373
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