Tackling investment risks using equity options during extreme economic upheavals : Indian evidence
Year of publication: |
2021
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Authors: | Jose, Babu ; Varghese, James |
Published in: |
Colombo business journal : international journal of theory & practice. - Colombo, Sri Lanka : Faculty of Management & Finance, University of Colombo, ISSN 2579-2210, ZDB-ID 3071154-X. - Vol. 12.2021, 1, p. 1-28
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Subject: | Optimal Risk Reduction | Minimum Variance Hedge Ratio | Financial Upheavals | Diagonal BEKK GARCH Model | Indian Equity Options Market | Indien | India | Hedging | ARCH-Modell | ARCH model | Volatilität | Volatility | Optionspreistheorie | Option pricing theory | Portfolio-Management | Portfolio selection | Aktienoption | Stock option | Kapitaleinkommen | Capital income | Optionsgeschäft | Option trading |
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