Alternative Investments and Strategies

Alternative Investments and Strategies

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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, real alternative assets (RAA), 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 optio.Journal of Fincancial Engineering, 6, 233-268. [39] Derman, E and NN ... The concept of comonotonicity in actuarial science and finance: Applications. Insurance: Mathematics ... Finance Research Letters, 3, 207-21 1. [58] Maruhn, J and EWanbsp;...

Title:Alternative Investments and Strategies
Author:Rüdiger Kiesel
Publisher:World Scientific - 2010


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