Tackling investment risks using equity options during extreme economic upheavals : Indian evidence
Babu Jose, James Varghese
| 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 | ARCH-Modell | ARCH model | Hedging | Volatilität | Volatility | Risikomanagement | Risk management | Aktienoption | Stock option | Derivat | Derivative | Optionspreistheorie | Option pricing theory | Optionsgeschäft | Option trading | Portfolio-Management | Portfolio selection |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.4038/cbj.v12i1.69 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012807616