Hedging parameter risk
Arndt Claußen, Daniel Rösch, Martin Schmelzle
| Year of publication: |
2019
|
|---|---|
| Authors: | Claußen, Arndt ; Rösch, Daniel ; Schmelzle, Martin |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 100.2019, p. 111-121
|
| Subject: | Estimation error | Hedging | Parameter risk | Risikomanagement | Risk management | Risiko | Risk | Schätztheorie | Estimation theory | Risikomaß | Risk measure | Portfolio-Management | Portfolio selection |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jbankfin.2019.01.003 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012162464