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Cover image for book Alternative Investments And Strategies

Alternative Investments And Strategies

By:Kiesel Ruediger
Publisher:World Scientific Publishing
Print ISBN:9789814280105
eText ISBN:9789814280112
Edition:0
Format:Page Fidelity

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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, 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.

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