Hedging with stock index options : a mean-extended Gini approach
Year of publication: |
2013
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Authors: | Shalit, Haim ; Greenberg, Doron |
Published in: |
Journal of mathematical finance. - [S.l.] : Scientific Research, ISSN 2162-2434, ZDB-ID 2657377-5. - Vol. 3.2013, 1, p. 119-129
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Subject: | Hedge Ratios | Systematic Risk | Basis Risk | Risk Aversion | Mean-Gini | Hedging | Theorie | Theory | Risiko | Risk | Risikoaversion | Risk aversion | Index-Futures | Index futures | Portfolio-Management | Portfolio selection |
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