Efficient hedging: Cost versus shortfall risk
Year of publication: |
1999
|
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Authors: | Föllmer, Hans ; Leukert, Peter |
Institutions: | Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät |
Subject: | risk management | stochastic volatility | shortfall risk | Hedging | efficient hedges | lower partial moments | convex duality |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | Number 1999,18 |
Classification: | G10 - General Financial Markets. General ; G12 - Asset Pricing ; G13 - Contingent Pricing; Futures Pricing ; D81 - Criteria for Decision-Making under Risk and Uncertainty |
Source: |
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Efficient hedging: Cost versus shortfall risk
Föllmer, Hans, (1999)
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Efficient hedging: Cost versus shortfall risk
FÃllmer, Hans, (2000)
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Föllmer, Hans, (1998)
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Föllmer, Hans, (1998)
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Föllmer, Hans, (1998)
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Efficient hedging: Cost versus shortfall risk
Föllmer, Hans, (1999)
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