Hedging Non-Tradable Risks with Transaction Costs and Price Impact
Year of publication: |
2020
|
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Authors: | Cartea, Álvaro |
Other Persons: | Donnelly, Ryan Francis (contributor) ; Jaimungal, Sebastian (contributor) |
Publisher: |
[2020]: [S.l.] : SSRN |
Subject: | Theorie | Theory | Transaktionskosten | Transaction costs | Hedging | Portfolio-Management | Portfolio selection | Risiko | Risk | Börsenkurs | Share price |
Extent: | 1 Online-Ressource (42 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: Forthcoming in Mathematical Finance Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments June 7, 2018 erstellt |
Other identifiers: | 10.2139/ssrn.3158727 [DOI] |
Classification: | G10 - General Financial Markets. General ; G11 - Portfolio Choice ; C41 - Duration Analysis |
Source: | ECONIS - Online Catalogue of the ZBW |
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