Alternative Investments And Strategies

Rüdiger Kiesel

ISBN 10: 9814280100 / ISBN 13: 9789814280105

Editore: World Scientific Pub Co Inc, 2010

New. US edition. Expediting shipping for all USA and Europe orders excluding PO Box. Excellent Customer Service. Codice articolo ABEOCT25-297404

Riassunto:

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 options.

Recensione: ... the chapters are well coordinated and logically combined, which helps the reader keep the big picture in mind and follow the common themes ... Numerous graphs, diagrams, and tables make the book very accessible, enjoyable to read, and easy to understand ... Alternative Investments and Strategies is an excellent and profound introduction to the world of alternative assets and trading strategies. I recommend this book to academics and to practitioners who have a sound background in quantitative finance. If you are interested not only in asset classes other than those usually treated in standard theory, but also in innovative extensions of the classical mean-variance portfolio approach, this is the book for you. --Financial Markets and Portfolio Management

Dati bibliografici

Titolo: Alternative Investments And Strategies
Casa editrice: World Scientific Pub Co Inc
Data di pubblicazione: 2010
Legatura: Rilegato
Condizione: Brand New