Hedging effectiveness under conditions of asymmetry
John Cotter and Jim Hanly
| Year of publication: |
2012
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|---|---|
| Authors: | Cotter, John ; Hanly, Jim |
| Published in: |
The European journal of finance. - Abingdon, Oxon : Routledge, Taylor & Francis Group, ISSN 1351-847X, ZDB-ID 1282412-4. - Vol. 18.2012, 1/2, p. 135-147
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| Subject: | hedging performance | asymmetry | lower partial moments | value at risk | conditional value at risk | Hedging | Risikomaß | Risk measure | Theorie | Theory | Portfolio-Management | Portfolio selection | ARCH-Modell | ARCH model | Kapitaleinkommen | Capital income | Risiko | Risk |
| 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/10009565247