EconPapers    
Economics at your fingertips  
 

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)
JEL-codes: C0 G11 G12 G22 (search for similar items in EconPapers)
Date: 2010
ISBN: 9789814280105
References: Add references at CitEc
Citations View citations in EconPapers (2) Track citations by RSS feed

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

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.
Series data maintained by Tai Tone Lim ().

 
Page updated 2017-12-08
Handle: RePEc:wsi:wsbook:7373