A proposal for multi-asset generalized variance swaps
Subhojit Biswas, Diganta Mukherjee
| Year of publication: |
2019
|
|---|---|
| Authors: | Biswas, Subhojit ; Mukherjee, Diganta |
| Published in: |
Annals of financial economics. - Hackensack, NJ [u.a.] : World Scientific, ISSN 2010-4952, ZDB-ID 2732467-9. - Vol. 14.2019, 4, p. 1-29
|
| Subject: | Generalized variance | swaps | trace | maximum eigenvalue | Swap | Varianzanalyse | Analysis of variance | Schätztheorie | Estimation theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1142/S2010495219500192 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012226643