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Bonn Graduate School of Economics
National Bureau of Economic Research
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Centre for Analytical Finance <Århus>
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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Center for Economic Research <Tilburg>
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Institut für Schweizerisches Bankwesen <Zürich>
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Mean-variance hedging under additional market information
Thierbach, Frank
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contributor
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2002
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001825437
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Effectiveness of hedging strategies under model misspecification and trading restrictions
Dudenhausen, Antje
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)
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2002
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001825459
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3
An examination of the effects of parameter misspecification
Dudenhausen, Antje
(
contributor
);
Schlögl, Lutz
(
contributor
)
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2002
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001825761
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4
The risk management of minimum return guarantees
Mahayni, Antje
(
contributor
);
Schlögel, Erik
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001970344
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