Conditional extreme risk, black swan hedging, and asset prices
S. Ghon Rhee, Feng (Harry) Wu
| Year of publication: |
2020
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|---|---|
| Authors: | Rhee, S. Ghon ; Wu, Feng |
| Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 58.2020, p. 412-435
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| Subject: | Asset pricing | Black swan hedging | Conditional extreme risk | Extreme value theory | Safety-first | Theorie | Theory | Ausreißer | Outliers | Hedging | Risikomaß | Risk measure | Risikomanagement | Risk management | CAPM | Risiko | Risk | Portfolio-Management | Portfolio selection |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jempfin.2020.07.002 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012430713