Derivative applications to asset allocation and multi-asset management
William Cazalet, Dimitri Curtil, Frank J. Fabozzi, Scott Hixon, Alexander Rudin, Rahul Sathyajit, James Stavena, Shubham Upadhyay
| Year of publication: |
2024
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|---|---|
| Authors: | Cazalet, William ; Curtil, Dimitri ; Fabozzi, Frank J. ; Hixon, Scott ; Rudin, Alexander ; Sathyajit, Rahul ; Stavena, James ; Upadhyay, Shubham |
| 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. 531-551
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| Subject: | Derivatives | Foreign currency risk | Hedging | Portable alpha | Tactical asset allocation | Top-down asset allocation | Portfolio-Management | Portfolio selection | Derivat | Derivative | Theorie | Theory | Anlageverhalten | Behavioural finance | CAPM | Währungsmanagement | Foreign exchange management | Währungsrisiko | Exchange rate risk |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1057/s41260-024-00364-1 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015192351