Hedging volatility risk
Menachem Brenner; Ernest Y. Ou; Jin E. Zhang
| Year of publication: |
2006
|
|---|---|
| Authors: | Brenner, Menachem ; Ou, Ernest Y. ; Zhang, Jin E. |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 30.2006, 3, p. 811-821
|
| Subject: | Volatilität | Volatility | Risiko | Risk | Optionsgeschäft | Option trading | Hedging | Portfolio-Management | Portfolio selection | Theorie | Theory |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003300389