Implied mortality for the firm : the market tells the tail
Year of publication: |
2021
|
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Authors: | Copeland, Maggie ; Copeland, Thomas E. ; Song, Koda |
Published in: |
The journal of portfolio management : JPM. - London : IPR Journals, ISSN 2168-8656, ZDB-ID 2046318-2. - Vol. 47.2021, 3, p. 122-134
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Subject: | Financial crises and financial market history | exchange-traded funds and applications | security Analysis and Valuation | tail risks | Finanzkrise | Financial crisis | Finanzmarkt | Financial market | Indexderivat | Index derivative | Finanzanalyse | Financial analysis | Welt | World | Börsenkurs | Share price | Theorie | Theory |
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