Applications of equity derivatives to portfolio management
Eddie C. Cheng, Frank J. Fabozzi, Robert Harlow, Wai Lee, Shaojun Zhang
| Year of publication: |
2024
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| Authors: | Cheng, Eddie C. ; Fabozzi, Frank J. ; Harlow, Robert ; Lee, Wai ; Zhang, Shaojun |
| Published in: |
The journal of asset management : a major new, international quarterly journal for the financial community. - London [u.a.] : Henry Stewart Publ., ISSN 1479-179X, ZDB-ID 2039445-7. - Vol. 25.2024, 6, p. 589-599
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| Subject: | Cash equitization strategy | Credit default swaps | Equity derivatives | Event-driven market risks | Liquidity management | Stock index futures | Derivat | Derivative | Portfolio-Management | Portfolio selection | Index-Futures | Index futures | Kreditderivat | Credit derivative | Swap | Hedging | Betriebliche Liquidität | Corporate liquidity | Kreditrisiko | Credit risk |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1057/s41260-024-00367-y [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015192365