Robust risk estimation and hedging : a reverse stress testing approach

Yaacov Kopeliovich, Arcady Novosyolov, Daniel Satchkov, and Barry Schachter

Year of publication:	2015
Authors:	Kopeliovich, Yaacov ; Novosyolov, Arcady ; Satchkov, Daniel ; Schachter, Barry
Published in:	The journal of derivatives : the official publication of the International Association of Financial Engineers. - New York, NY : Pageant Media Ltd., ISSN 1074-1240, ZDB-ID 1169004-5. - Vol. 22.2015, 4, p. 10-25
Subject:	Hedging \| Risikomanagement \| Risk management \| Schätzung \| Estimation \| Theorie \| Theory \| Risiko \| Risk \| Portfolio-Management \| Portfolio selection

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