Combined custom hedging : optimal design, noninsurable exposure, and operational risk management
Year of publication: |
2022
|
---|---|
Authors: | Guiotto, Paolo ; Roncoroni, Andrea |
Published in: |
Operations research. - Linthicum, Md. : INFORMS, ISSN 1526-5463, ZDB-ID 2019440-7. - Vol. 70.2022, 1, p. 38-54
|
Subject: | COVID-19 pandemic | Financial Engineering | financial product design | integrated risk management | noninsurable risk | Risikomanagement | Risk management | Coronavirus | Hedging | Operationelles Risiko | Operational risk | Financial engineering | Finanzprodukt | Financial product | Produktgestaltung | Product design | Portfolio-Management | Portfolio selection | Epidemie | Epidemic |
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