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~person:"Albrecht, Peter"
~person:"Giot, Pierre"
~subject:"Aktienindex"
~subject:"Hedging"
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Aktienindex
Hedging
Risikomaß
37
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Albrecht, Peter
Giot, Pierre
Kang, Sang Hoon
6
Ahelegbey, Daniel Felix
5
Hammoudeh, Shawkat
5
Mensi, Walid
5
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4
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ECONIS (ZBW)
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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
…
Persistent link: https://www.econbiz.de/10013008471
Saved in:
2
Quantilbasierte Wertsicherungsstrategien mit Futures
Pekelis, Alexandr
-
2018
Persistent link: https://www.econbiz.de/10012002196
Saved in:
3
Safety first-Portfoliooptimierung bei Beschränkung des Conditional
Value
at
Risk
Albrecht, Peter
-
2012
Persistent link: https://www.econbiz.de/10009578725
Saved in:
4
Conditional
value
at
risk
-minimale future hedges
Albrecht, Peter
-
2012
Persistent link: https://www.econbiz.de/10009742092
Saved in:
5
VaR- and CVaR-minimal futures hedging strategies : an analytical approach
Albrecht, Peter
;
Huggenberger, Markus
;
Pekelis, Alexandr
-
2011
Persistent link: https://www.econbiz.de/10009316225
Saved in:
6
Theoretische Grundlagen des Minimum-
Value
at
Risk
-Hedges
Albrecht, Peter
-
2010
Persistent link: https://www.econbiz.de/10008903635
Saved in:
7
Zur Theorie des
Value
at
Risk
-minimalen Hedges
Albrecht, Peter
- In:
Schmalenbachs Zeitschrift für betriebswirtschaftliche …
63
(
2011
)
1
,
pp. 2-18
Persistent link: https://www.econbiz.de/10008841087
Saved in:
8
The information content of implied volatility indexes for forecasting volatility and market risk
Giot, Pierre
-
2003
Persistent link: https://www.econbiz.de/10001791288
Saved in:
9
Value-at-risk
for long and short trading positions
Giot, Pierre
;
Laurent, Sébastien
-
2001
Persistent link: https://www.econbiz.de/10001596369
Saved in:
10
Value-at-risk
for long and short trading positions
Giot, Pierre
;
Laurent, Sébastien
- In:
Journal of applied econometrics
18
(
2003
)
6
,
pp. 641-664
Persistent link: https://www.econbiz.de/10001843499
Saved in:
1
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