Tail risk hedging performance : measuring what counts
Linda Chang, Jeremie Holdom and Vineer Bhansali
| Year of publication: |
2022
|
|---|---|
| Authors: | Chang, Linda ; Holdom, Jeremie ; Bhansali, Vineer |
| Published in: |
The journal of portfolio management : JPM. - London : IPR Journals, ISSN 2168-8656, ZDB-ID 2046318-2. - Vol. 48.2022, 5, p. 25-39
|
| Subject: | Hedging | Währungsmanagement | Foreign exchange management | Theorie | Theory | Performance-Messung | Performance measurement |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.3905/jpm.2022.1.345 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013176763