CVaR-Based Optimal Partial Hedging
Year of publication: |
2014
|
---|---|
Authors: | Cong, Jianfa |
Other Persons: | Tan, Ken Seng (contributor) ; Weng, Chengguo (contributor) |
Publisher: |
[2014]: [S.l.] : SSRN |
Subject: | Theorie | Theory | Portfolio-Management | Portfolio selection | Hedging | Derivat | Derivative |
Extent: | 1 Online-Ressource (32 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: The Journal of Risk 16(3), 49-83, 2014 Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments March 16, 2012 erstellt |
Source: | ECONIS - Online Catalogue of the ZBW |
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