Dynamic Index Tracking and Risk Exposure Control Using Derivatives
Year of publication: |
2019
|
---|---|
Authors: | Leung, Tim |
Other Persons: | Ward, Brian (contributor) |
Publisher: |
[2019]: [S.l.] : SSRN |
Subject: | Derivat | Derivative | Aktienindex | Stock index | Risikomanagement | Risk management | Portfolio-Management | Portfolio selection |
Extent: | 1 Online-Ressource (26 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: Applied Mathematical Finance, August 2018 Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments June 8, 2017 erstellt |
Other identifiers: | 10.2139/ssrn.2976500 [DOI] |
Classification: | G11 - Portfolio Choice ; G13 - Contingent Pricing; Futures Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
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