Portfolio protection? : it's a long (term) story...
Year of publication: |
2021
|
---|---|
Authors: | McQuinn, Nicholas ; Thapar, Ashwin ; Villalon, Dan |
Published in: |
The journal of portfolio management : JPM. - London : IPR Journals, ISSN 2168-8656, ZDB-ID 2046318-2. - Vol. 47.2021, 3, p. 35-50
|
Subject: | Portfolio construction | tail risks | options | Portfolio-Management | Portfolio selection | Risikomaß | Risk measure | Optionspreistheorie | Option pricing theory | Risiko | Risk | Risikomanagement | Risk management | Risikoprämie | Risk premium |
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