A risk index to model uncertain portfolio investment with options
Year of publication: |
2019
|
---|---|
Authors: | Wang, Xuting ; Huang, Xiaoxia |
Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 80.2019, p. 284-293
|
Subject: | Options | Portfolio optimization | Risk index model | Uncertainty theory | Experiment | Portfolio-Management | Portfolio selection | Risiko | Risk | Optionspreistheorie | Option pricing theory | Optionsgeschäft | Option trading |
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