Increasing the risk management effectiveness from higher accuracy : a novel non-parametric method
Jinbo Huang, Ashley Ding, Yong Li, Dong Lu
| Year of publication: |
2020
|
|---|---|
| Authors: | Huang, Jinbo ; Ding, Ashley ; Li, Yong ; Lu, Dong |
| Published in: |
Pacific-Basin finance journal. - Amsterdam [u.a.] : Elsevier, ISSN 0927-538X, ZDB-ID 1343420-2. - Vol. 62.2020, p. 1-15
|
| Subject: | Non-parametric estimation | Risk hedge | Value-at-Risk | Weather-sensitive markets | Risikomanagement | Risk management | Risikomaß | Risk measure | Hedging | Nichtparametrisches Verfahren | Nonparametric statistics | Risiko | Risk | Portfolio-Management | Portfolio selection | Schätztheorie | Estimation theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.pacfin.2020.101373 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10012491732