Alternative Investments and Strategies: Credit, Derivatives, CPPI, Investments, Risk

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Rüdiger Kiesel, Matthias Scherer, Rudi Zagst
World Scientific, 2010 - Business & Economics - 416 pages
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Ch. 1. Socially responsible investments / Sven HroB, Christofer Vogt and Rudi Zagst -- ch. 2. Listed private equity in a portfolio context / Philipp Aigner ... [et al.] -- ch. 3. Alternative real assets in a portfolio context / Wolfgang Mader, Sven Treu and Sebastian Willutzky -- ch. 4. The freight market and its derivatives / Rudiger Kiesel and Patrick Scherer -- ch. 5. On forward price modeling in power markets / Fred Espen Benth -- ch. 6. Pricing certificates under issuer risk / Barbara Gotz, Rudi Zagst and Marcos Escobar -- ch. 7. Asset allocation with credit instruments / Barbara Menzinger, Anna Schlosser and Rudi Zagst -- ch. 8. Cross asset portfolio derivatives / Stephan Hocht, Matthias Scherer and Philip Seegerer -- ch. 9. Dynamic portfolio insurance without options / Dominik Dersch -- ch. 10. How good are portfolio insurance strategies? / Sven Balder and Antje Mahayni -- ch. 11. Portfolio insurances, CPPI and CPDO, truth or illusion? / Elisabeth Joossens and Wim Schoutens -- ch. 12. On the benefits of robust asset allocation for CPPI strategies / Katrin Schottle and Ralf Werner -- ch. 13. Robust asset allocation under model risk / Pauline Barrieu and Sandrine Tobelem -- ch. 14. Semi-static hedging strategies for exotic options / Hansjorg Albrecher and Philipp Mayer -- ch. 15. Discrete-time variance-optimal hedging in affine stochastic volatility models / Jan Kallsen ... [et al.]
 

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