02571nam 2200625 a 450 991082251230332120230725041521.01-283-14378-X9786613143785981-4280-11-9(CKB)2490000000001948(EBL)731120(OCoLC)738433246(SSID)ssj0000520842(PQKBManifestationID)12174250(PQKBTitleCode)TC0000520842(PQKBWorkID)10514845(PQKB)11456874(MiAaPQ)EBC731120(WSP)00007373(Au-PeEL)EBL731120(CaPaEBR)ebr10480104(CaONFJC)MIL314378(EXLCZ)99249000000000194820100416d2010 uy 0engur|n|---|||||txtccrAlternative investments and strategies[electronic resource] credit, derivatives, CPPI, investments, risk /editors, Rüdiger Kiesel, Matthias Scherer & Rudi ZagstSingapore ;Hackensack, N.J. World Scientific Pub. Co.c20101 online resource (416 p.)Description based upon print version of record.981-4280-10-0 Includes bibliographical references and index.pt. 1. Alternative investments -- pt. 2. Alternative strategies.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 optioInvestmentsAsset allocationPortfolio managementInvestments.Asset allocation.Portfolio management.332.6Kiesel Rüdiger1962-614125Scherer Matthias732358Zagst Rudi1961-147742MiAaPQMiAaPQMiAaPQBOOK9910822512303321Alternative investments and strategies4086257UNINA