A robust approach to hedging and pricing in imperfect markets
Year of publication: |
September 2017
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Authors: | Assa, Hirbod ; Gospodinov, Nikolaj |
Published in: |
Risks : open access journal. - Basel : MDPI, ISSN 2227-9091, ZDB-ID 2704357-5. - Vol. 5.2017, 3, p. 1-20
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Subject: | imperfect markets | risk measures | hedging | pricing rule | quantile regression | Theorie | Theory | Unvollkommener Markt | Incomplete market | Hedging | Portfolio-Management | Portfolio selection |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.3390/risks5030036 [DOI] hdl:10419/195893 [Handle] |
Classification: | G11 - Portfolio Choice ; G13 - Contingent Pricing; Futures Pricing ; C22 - Time-Series Models ; E44 - Financial Markets and the Macroeconomy |
Source: | ECONIS - Online Catalogue of the ZBW |
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