Implied risk aversion : an alternative rating system for retail structured products
H. Fink, S. Geissel, J. Sass, F. T. Seifried
| Year of publication: |
2019
|
|---|---|
| Authors: | Fink, Holger Maria ; Geissel, Sebastian ; Sass, Jörn ; Seifried, Frank Thomas |
| Published in: |
Review of derivatives research. - Norwell, Mass. [u.a.] : Springer, ISSN 1380-6645, ZDB-ID 1387516-4. - Vol. 22.2019, 3, p. 357-387
|
| Subject: | Structured products | Risk measures | Optimal expected utility | Implied risk aversion | Theorie | Theory | Risikoaversion | Risk aversion | Erwartungsnutzen | Expected utility | Risiko | Risk | Portfolio-Management | Portfolio selection |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s11147-018-9151-0 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012311821