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~isPartOf:"Asian Finance Association (AsianFA) 2015 Conference Paper"
~person:"Albrecht, Peter"
~person:"Giot, Pierre"
~subject:"Hedging"
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Asian Finance Association (AsianFA) 2015 Conference Paper
Mannheimer Manuskripte zu Risikotheorie, Portfolio Management und Versicherungswirtschaft
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Tail Risk Hedging and Regime Switching
Huggenberger, Markus
-
2016
We analyze hedging strategies that minimize tail risk measured by
Value-at-Risk
(VaR) or Conditional-
Value-at-Risk
…
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