Hedging Conditional Value at Risk with options
Maciej J. Capiński
| Year of publication: |
2015
|
|---|---|
| Authors: | Capiński, Maciej |
| Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 243003-4. - Vol. 242.2015, 2 (16.4.), p. 688-691
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| Subject: | Conditional Value at Risk | Expected Shortfall | Measures of risk | Risk management | Risikomaß | Risk measure | Risikomanagement | Hedging | Risiko | Risk | Theorie | Theory | Portfolio-Management | Portfolio selection | Messung | Measurement |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010491633