Performance Measurement and Risk Controlling for Alternative Investments

Finance as the technology of transferring wealth efficiently through time has created many tools to measure the performance and riskiness of investments. This research project investigates the measures in which we quantify and ultimately compare performance and riskiness of investments.

Another focus of this research is the application of the aforementioned tools and measures for alternative investments. In recent years we can observe a development that is often called financialization of commodities , which is another way of describing the fact that the instruments of financial markets are being transferred to commodities as oil, copper, cocoa and even electricity. This project wants to contribute to the question how these commodities can be integrated in investor s portfolio and what kind of effects this has with respect to diversification. A special interest also the question, how the tools of financial markets can be used for decentralized, renewable energy markets.

Finance as the technology of transferring wealth efficiently through time has created many tools to measure the performance and riskiness of investments. This research project investigates the measures in which we quantify and ultimately compare performance and riskiness of investments.

Another focus of this research is the application of the aforementioned tools and measures for alternative investments. In recent years we can observe a development that is often called financialization of commodities , which is another way of describing the fact that the instruments of financial markets are being transferred to commodities as oil, copper, cocoa and even electricity. This project wants to contribute to the question how these commodities can be integrated in investor s portfolio and what kind of effects this has with respect to diversification. A special interest also the question, how the tools of financial markets can be used for decentralized, renewable energy markets.