Deep partial hedging
Year of publication: |
2022
|
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Authors: | Hou, Songyan ; Krabichler, Thomas ; Wunsch, Marcus |
Published in: |
Journal of risk and financial management : JRFM. - Basel : MDPI, ISSN 1911-8074, ZDB-ID 2739117-6. - Vol. 15.2022, 5, Art.-No. 223, p. 1-5
|
Subject: | machine learning | market frictions | partial hedging | risk management | transaction costs | Hedging | Risikomanagement | Risk management | Transaktionskosten | Transaction costs | Theorie | Theory | Künstliche Intelligenz | Artificial intelligence | Portfolio-Management | Portfolio selection | Unvollkommener Markt | Incomplete market |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.3390/jrfm15050223 [DOI] hdl:10419/274745 [Handle] |
Source: | ECONIS - Online Catalogue of the ZBW |
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