Derivative portfolio hedging based on CVaR
Siddharth Alexander, Thomas F. Coleman and Yuying Li
| Year of publication: |
2004
|
|---|---|
| Authors: | Alexander, Siddharth ; Coleman, Thomas F. ; Li, Yuying |
| Published in: |
Risk measures for the 21st century. - Chichester [u.a.] : Wiley, ISBN 0-470-86154-1. - 2004, p. 339-363
|
| Subject: | Hedging | Derivat | Derivative | Portfolio-Management | Portfolio selection | Risikomaß | Risk measure | Theorie | Theory |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Language: | English |
| Notes: | Literaturangaben |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10002081633