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Alternative Investments And Strategies is written by Rudiger Kiesel and published by World Scientific. It's available with International Standard Book Number or ISBN identification 9814467332 (ISBN 10) and 9789814467339 (ISBN 13).
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.