Option-Implied Correlations, Factor Models, and Market Risk
Year of publication: |
2017
|
---|---|
Authors: | Buss, Adrian |
Other Persons: | Schoenleber, Lorenzo (contributor) ; Vilkov, Grigory (contributor) |
Publisher: |
[2017]: [S.l.] : SSRN |
Subject: | Korrelation | Correlation | Faktorenanalyse | Factor analysis | Theorie | Theory | Marktrisiko | Market risk | Schätzung | Estimation | Portfolio-Management | Portfolio selection |
Extent: | 1 Online-Ressource (53 p) |
---|---|
Series: | INSEAD Working Paper ; No. 2017/20/FIN |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments November 1, 2016 erstellt |
Other identifiers: | 10.2139/ssrn.2906484 [DOI] |
Classification: | G11 - Portfolio Choice ; G12 - Asset Pricing ; G13 - Contingent Pricing; Futures Pricing ; G17 - Financial Forecasting |
Source: | ECONIS - Online Catalogue of the ZBW |
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