Alternative Investments and Strategies

The book combines academic research and practical expertise on alternative assets and trading strategies in a unique way. Leading experts from various international universities, as well as experienced practitioners from different financial institutions, contributed their findings and views on portfolio selection. Discussed asset classes include: credit-risk, cross-asset derivatives, energy, private-equity, freight-agreements, real-alternative assets (RAA), and social-responsible investments (SRI). Concerning trading and investment strategies, the book covers portfolio insurance, especially constant proportion portfolio insurance (CPPI) and constant proportion debt obligation (CPDO) strategies, robust-portfolio optimization, and hedging strategies for exotic options.      «

The book combines academic research and practical expertise on alternative assets and trading strategies in a unique way. Leading experts from various international universities, as well as experienced practitioners from different financial institutions, contributed their findings and views on portfolio selection. Discussed asset classes include: credit-risk, cross-asset derivatives, energy, private-equity, freight-agreements, real-alternative assets (RAA), and social-responsible investments (SR...     »