Systemic risk of optioned portfolio : controllability and optimization
Xiaochuan Pang, Shushang Zhu, Xueting Cui, Jiali Ma
| Year of publication: |
2023
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|---|---|
| Authors: | Pang, Xiaochuan ; Zhu, Shushang ; Cui, Xueting ; Ma, Jiali |
| Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 717409-3. - Vol. 153.2023, p. 1-29
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| Subject: | Systemic risk | Contagion effect | Seesaw effect | Optioned asset | Controllability | Systemrisiko | Portfolio-Management | Portfolio selection | Ansteckungseffekt | Optionsgeschäft | Option trading | Optionspreistheorie | Option pricing theory | Finanzkrise | Financial crisis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jedc.2023.104701 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014479336