Hedging portfolios with short ETFs
| Year of publication: |
2009
|
|---|---|
| Authors: | Michalik, Thorsten ; Schubert, Leo |
| Publisher: |
A Coruña : Colegio de Economistas de A Coruña |
| Subject: | Portfolio Optimization | Hedging | Insurance and Immunization of portfolios | short Exchange Traded Funds (ETFs) | Mean - Absolute deviation Portfolios | Mean - Target-Shortfall-Probability Portfolios |
| Series: | Economic Analysis Working Papers ; 2009,9 |
|---|---|
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Working Paper |
| Language: | English |
| Other identifiers: | 629462739 [GVK] hdl:10419/43411 [Handle] |
| Source: |
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