Alternative Investments and Strategies by Rudiger Kiesel

By Rudiger Kiesel

This publication combines educational study and sensible services on substitute resources and buying and selling techniques in a distinct manner. The asset sessions which are mentioned comprise: credits hazard, cross-asset derivatives, strength, deepest fairness, freight agreements, replacement actual resources (ARA), and socially in charge investments (SRI). The assurance on buying and selling and funding thoughts are directed at portfolio assurance, specially consistent percentage portfolio coverage (CPPI) and incessant share debt legal responsibility (CPDO) concepts, strong portfolio optimization, and hedging innovations for unique concepts.

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As private equity companies primarily hold the corporate structure of a limited liability partnership, they are not publicly quoted. However, there are some previously or currently listed companies whose core business is private equity. Furthermore, investment funds which invest a predetermined share in private equity, and specially structured investment vehicles which invest in private equity directly are to be found. Of course, one may also purchase bonds issued by private equity companies or resort to a warrant with a private equity company’s share as underlying value.

12] Schröder, M (2007). Is there a difference? The performance characteristics of SRI equity indexes. Journal of Business Finance and Accounting, 34(1&2), 331–348. [13] Vigeo (2008). Methodology and composition of the ASPI Eurozone. html. [14] Black, F and R Litterman (1990). Asset allocation: Combining investor views with market equilibrium. Goldman Sachs Fixed Income Research. [15] Aigner, P, G Beyschlag, T Friederich, M Kalepky and R Zagst (2008). Optimal risk-return profiles for portfolios including stocks, bonds, and listed private equity.

1 Empirical Statistics of Monthly Log-Returns. 1941 May 12, 2010 17:47 WSPC/SPI-B913 b913-ch02 FA 37 Listed Private Equity in a Portfolio Context (provided by Bloomberg, 30 August, 2008), weighted according to the constitution of the index. 5% (in accordance with several other studies [8, 9]). (3) The difference of the means of listed private equity and stocks remains the same. 1 beneath the empirical means. It can be observed that the listed private equity index exhibits a lag-1 autocorrelation, which is significant at the 5%-level.

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