Correlation Risk and Optimal Portfolio Choice
Year of publication: |
[2009]
|
---|---|
Authors: | Buraschi, Andrea |
Other Persons: | Porchia, Paolo (contributor) ; Trojani, Fabio (contributor) |
Publisher: |
[2009]: [S.l.] : SSRN |
Extent: | 1 Online-Ressource (58 p) |
---|---|
Series: | |
Type of publication: | Book / Working Paper |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments May 26, 2006 erstellt |
Other identifiers: | 10.2139/ssrn.908664 [DOI] |
Classification: | G11 - Portfolio Choice ; G13 - Contingent Pricing; Futures Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Investors with too many options?
Dorn, Daniel, (2010)
-
Optimal Shortfall Hedging of Credit Risk
Lotz, Christopher, (1999)
-
Consumption and Portfolio Choice with Option-Implied State Prices
Ait-Sahalia, Yacine, (2008)
- More ...
-
Correlation Risk and Optimal Portfolio Choice
Buraschi, Andrea, (2007)
-
Correlation Risk and Optimal Portfolio Choice
BURASCHI, ANDREA, (2010)
-
Correlation risk and optimal portfolio choice
Buraschi, Andrea, (2010)
- More ...