Downside risk of derivative portfolios with mean-reverting underlyings
by Patrick L. Leoni
| Year of publication: |
2009
|
|---|---|
| Authors: | Leoni, Patrick Lucien |
| Publisher: |
Odense : Univ. of Southern Denmark |
| Subject: | Derivat | Derivative | Portfolio-Management | Portfolio selection | Kapitaleinkommen | Capital income | Risiko | Risk | Mean Reversion | Mean reversion | Monte-Carlo-Simulation | Monte Carlo simulation |
| Extent: | Online-Ressource, 19 S. |
|---|---|
| Series: | Discussion papers on business and economics. - Odense : [Verlag nicht ermittelbar], ISSN 2596-8157, ZDB-ID 2217676-7. - Vol. 2009,2 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Systemvoraussetzungen: Acrobat Reader |
| ISBN: | 978-87-91657-30-6 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003803706