Multi-moment risk, hedging strategies, & the business cycle
François-Éric Racicot, Raymond Théoret
| Year of publication: |
2018
|
|---|---|
| Authors: | Racicot, François-Éric ; Théoret, Raymond |
| Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 1137476-7. - Vol. 58.2018, p. 637-675
|
| Subject: | Business cycle | Hedge fund | Multi-moment risk | Non-linear VAR | Systemic risk | Hedging | Konjunktur | Hedgefonds | Risikomanagement | Risk management | Risiko | Risk | VAR-Modell | VAR model | Theorie | Theory | Systemrisiko | Risikomaß | Risk measure | Portfolio-Management | Portfolio selection | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.iref.2018.07.006 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012034253