Dynamic hedging and extreme asset co-movements
Year of publication: |
2015
|
---|---|
Authors: | Elkamhi, Redouane ; Stefanova, Denitsa |
Published in: |
The review of financial studies. - Cary, NC : Oxford Univ. Press, ISSN 0893-9454, ZDB-ID 1043666-2. - Vol. 28.2015, 3, p. 743-790
|
Subject: | Portfolio-Management | Portfolio selection | Aktie | Share | Kapitaleinkommen | Capital income | Hedging | USA | United States | Welt | World | 1994-2011 |
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