Fractal dimension option hedging strategy implementation during turbulent market conditions in developing and developed countries
L.J. Basson, Suné Ferreira-Schenk, Zandri Dickason-Koekemoer
| Year of publication: |
2022
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|---|---|
| Authors: | Basson, L. J. ; Ferreira-Schenk, Suné ; Dickason Koekemoer, Zandri |
| Published in: |
International journal of economics and financial issues : IJEFI. - Mersin : EconJournals, ISSN 2146-4138, ZDB-ID 2632572-X. - Vol. 12.2022, 2, p. 84-95
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| Subject: | Fractal market hypothesis | hedging strategy | trading strategy | market volatility | Covid-19 | Hedging | Volatilität | Volatility | Coronavirus | Entwicklungsländer | Developing countries | Portfolio-Management | Portfolio selection |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.32479/ijefi.12976 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013257806