Outperforming benchmarks with their derivatives : theory and empirical evidence
Alejandro Balbás, Beatriz Balbás and Raquel Balbás
| Year of publication: |
April 2016
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|---|---|
| Authors: | Balbás de la Corte, Alejandro ; Balbás, Beatriz ; Balbás, Raquel |
| Published in: |
Journal of risk. - London : Infopro Digital Risk, ISSN 1465-1211, ZDB-ID 1476260-2. - Vol. 18.2015/2016, 4, p. 25-52
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| Subject: | market efficiency | derivative pricing | risk measure | conditional value-at-risk (CVaR) | Derivat | Derivative | Risikomaß | Risk measure | Portfolio-Management | Portfolio selection | Effizienzmarkthypothese | Efficient market hypothesis | Messung | Measurement | Optionspreistheorie | Option pricing theory | Schätzung | Estimation | Risiko | Risk | Benchmarking | Risikoprämie | Risk premium |
| 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/10011578371