Alternative Investments and Strategies

ALTERNATIVE INVESTMENTS AND STRATEGIES, World Scientific Publishing, 2010

Posted: 28 Jul 2010

See all articles by Ruediger Kiesel

Ruediger Kiesel

University of Duisburg-Essen - Faculty of Economic Science

Rudi Zagst

Technische Universität München (TUM) - Chair of Mathematical Finance

Matthias A. Scherer

Technische Universität München (TUM)

Date Written: June 18, 2010

Abstract

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.

Keywords: Alternative Investments, Portfolio Selection, Trading Strategy, Product Innovations, CPPI, Portfolio Optimization, Portfolio Insurance

Suggested Citation

Kiesel, Ruediger and Zagst, Rudi and Scherer, Matthias A., Alternative Investments and Strategies (June 18, 2010). ALTERNATIVE INVESTMENTS AND STRATEGIES, World Scientific Publishing, 2010. Available at SSRN: https://ssrn.com/abstract=1649864

Ruediger Kiesel

University of Duisburg-Essen - Faculty of Economic Science ( email )

Essen, 45117
Germany

HOME PAGE: http://www.lef.wiwi.uni-due.de/

Rudi Zagst

Technische Universität München (TUM) - Chair of Mathematical Finance ( email )

Parkring 11
Garching-Hochbrueck, 85748
Germany
+49 89 289 17400 (Phone)

Matthias A. Scherer (Contact Author)

Technische Universität München (TUM) ( email )

Arcisstrasse 21
Munich, 80333
Germany

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