Asset price bubbles and risk management
Year of publication: |
October 2017
|
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Authors: | Jarrow, Robert A. |
Published in: |
Journal of risk. - London : Infopro Digital Risk, ISSN 1465-1211, ZDB-ID 1476260-2. - Vol. 20.2017/2018, 1, p. 59-76
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Subject: | asset price bubbles | derivates | portfolio optimization | optimal capital determination | risk-neutral valuation | hedging | Theorie | Theory | Portfolio-Management | Portfolio selection | Spekulationsblase | Bubbles | Derivat | Derivative | Hedging |
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