The value of tail risk hedging in defined contribution plans : what does history tell us
Year of publication: |
2015
|
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Authors: | Basu, Anup K. ; Drew, Michael E. |
Published in: |
Journal of pension economics and finance. - Cambridge : Cambridge Univ. Press, ISSN 1474-7472, ZDB-ID 2073265-X. - Vol. 14.2015, 3, p. 240-265
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Subject: | tail risk | active hedging | options | monetization | risk management | Hedging | Risikomanagement | Risk management | Risiko | Risk | Risikomaß | Risk measure | Portfolio-Management | Portfolio selection |
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