Hedging with stock index options : a mean-extended Gini approach
Haim Shalit; Doron Greenberg
| Year of publication: |
2013
|
|---|---|
| Authors: | Shalit, Haim ; Greenberg, Doron |
| Published in: |
Journal of mathematical finance. - [S.l.] : Scientific Research, ISSN 2162-2434, ZDB-ID 2657377-5. - Vol. 3.2013, 1, p. 119-129
|
| Subject: | Hedge Ratios | Systematic Risk | Basis Risk | Risk Aversion | Mean-Gini | Hedging | Risiko | Risk | Theorie | Theory | Index-Futures | Index futures | Risikoaversion | Risk aversion | Derivat | Derivative | Portfolio-Management | Portfolio selection |
| 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/10010240815