Volatility Strategies for Global and Country Specific European Investors
Year of publication: |
2012
|
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Authors: | Signori, Ombretta ; Malongo, Hassan ; Fermanian, Jean-David ; Brière, Marie |
Institutions: | Université Paris-Dauphine (Paris IX) |
Subject: | Investment strategy | Portfolio choice | Conditional Value-at-Risk | Implied volatility | Hedging |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | Published in Bankers, markets & investors, 2012, no. 121. pp. 17-29.Length: 12 pages |
Classification: | G11 - Portfolio Choice ; G15 - International Financial Markets ; G17 - Financial Forecasting |
Source: |
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