On fund mapping regressions applied to segregated funds hedging under regime-switching dynamics
Year of publication: |
September 2018
|
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Authors: | Trottier, Denis-Alexandre ; Godin, Frédéric ; Hamel, Emmanuel |
Published in: |
Risks : open access journal. - Basel : MDPI, ISSN 2227-9091, ZDB-ID 2704357-5. - Vol. 6.2018, 3, p. 1-15
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Subject: | basis risk | hedging | segregated funds | variable annuities | risk measures | risk management | regime-switching | Hedging | Risikomanagement | Risk management | Portfolio-Management | Portfolio selection | Investmentfonds | Investment Fund | Risikomaß | Risk measure | Risiko | Risk | Markov-Kette | Markov chain | Hedgefonds | Hedge fund | Messung | Measurement | Theorie | Theory |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.3390/risks6030078 [DOI] hdl:10419/195870 [Handle] |
Source: | ECONIS - Online Catalogue of the ZBW |
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