Alternative Investments and Strategies

Edited by Rüdiger Kiesel, Matthias Scherer and Rudi Zagst

in World Scientific Books from World Scientific Publishing Co. Pte. Ltd.

Abstract: 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)
Date: 2010
ISBN: 9789814280105
References: Add references at CitEc
Citations: View citations in EconPapers (2)

Downloads: (external link)
https://www.worldscientific.com/worldscibooks/10.1142/7373 (text/html)
Ebook Access is available upon purchase

Chapters in this book:

Ch 1 SOCIALLY RESPONSIBLE INVESTMENTS , pp 3-20

HROß Sven, Christofer Vogt and Rudi Zagst

Ch 2 LISTED PRIVATE EQUITY IN A PORTFOLIO CONTEXT , pp 21-49

Philipp Aigner, Georg Beyschlag, Tim Friederich, Markus Kalepky and Rudi Zagst

Ch 3 ALTERNATIVE REAL ASSETS IN A PORTFOLIO CONTEXT , pp 51-69

Wolfgang Mader, Sven Treu and Sebastian Willutzky

Ch 4 THE FREIGHT MARKET AND ITS DERIVATIVES , pp 71-91

Rüdiger Kiesel and Patrick Scherer

Ch 5 ON FORWARD PRICE MODELING IN POWER MARKETS , pp 93-122

Fred Espen Benth

Ch 6 PRICING CERTIFICATES UNDER ISSUER RISK , pp 123-146

Barbara Götz, Rudi Zagst and Marcos Escobar Anel

Ch 7 ASSET ALLOCATION WITH CREDIT INSTRUMENTS , pp 147-173

Barbara Menzinger, Anna Schlösser and Rudi Zagst

Ch 8 CROSS ASSET PORTFOLIO DERIVATIVES , pp 175-197

Stephan Höcht, Matthias Scherer and Philip Seegerer

Ch 9 DYNAMIC PORTFOLIO INSURANCE WITHOUT OPTIONS , pp 201-225

Dominik Dersch

Ch 10 HOW GOOD ARE PORTFOLIO INSURANCE STRATEGIES? , pp 227-257

Sven Balder and Antje Mahayni

Ch 11 PORTFOLIO INSURANCES, CPPI AND CPDO, TRUTH OR ILLUSION? , pp 259-294

Elisabeth Joossens and Wim Schoutens

Ch 12 ON THE BENEFITS OF ROBUST ASSET ALLOCATION FOR CPPI STRATEGIES , pp 295-326

Katrin Schöttle and Ralf Werner

Ch 13 ROBUST ASSET ALLOCATION UNDER MODEL RISK , pp 327-344

Pauline Barrieu and Sandrine Tobelem

Ch 14 SEMI-STATIC HEDGING STRATEGIES FOR EXOTIC OPTIONS , pp 345-373

Hansjörg Albrecher and Philipp Mayer

Ch 15 DISCRETE-TIME VARIANCE-OPTIMAL HEDGING IN AFFINE STOCHASTIC VOLATILITY MODELS , pp 375-393

Jan Kallsen, Johannes Muhle-Karbe, Natalia Shenkman and Richard Vierthauer

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:wsi:wsbook:7373

Ordering information: This item can be ordered from

Access Statistics for this book

More books in World Scientific Books from World Scientific Publishing Co. Pte. Ltd.
Bibliographic data for series maintained by Tai Tone Lim ().