Alternative investments and strategies : credit, derivatives, CPPI, investments, risk /

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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 respo...

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Otros Autores: Kiesel, Rüdiger, 1962-, Scherer, Matthias, 1979-, Zagst, Rudi, 1961-
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Hackensack, NJ : World Scientific, ©2010.
Temas:
Investments.
Asset allocation.
Portfolio management.
Investments
Investissements.
Affectation de l'actif.
Gestion de portefeuille.
BUSINESS & ECONOMICS > Investments & Securities > General.
Asset allocation
Portfolio management
Acceso en línea:Texto completo
Descripción
Sumario: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.
Descripción Física:1 online resource (xv, 397 pages) : illustrations
Bibliografía:Includes bibliographical references and index.
ISBN:9789814280112
9814280119

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