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  • Search: subject:"replication methods"
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Year of publication
Subject
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Aktienindex 1 Beta risk 1 Betafaktor 1 Correlation 1 Korrelation 1 Options 1 Portfolio selection 1 Portfolio-Management 1 Stock index 1 Theorie 1 Theory 1 asset allocation 1 barrier options 1 dynamic and static replication 1 dynamic time warping 1 enhanced index replication methods 1 exchange-traded funds 1 non-negative least squares 1 partial correlation 1 replication error 1 replication methods 1 smart beta 1
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Online availability
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Free 2
Type of publication
All
Article 1 Book / Working Paper 1
Type of publication (narrower categories)
All
Arbeitspapier 1 Graue Literatur 1 Non-commercial literature 1 Working Paper 1
Language
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Czech 1 English 1
Author
All
Korzeń, Kamil 1 Tomáš, Tichý 1 Ślepaczuk, Robert 1
Published in...
All
Czech Journal of Economics and Finance (Finance a uver) 1 Working papers 1
Source
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ECONIS (ZBW) 1 RePEc 1
Showing 1 - 2 of 2
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Enhanced index replication based on smart beta and tail-risk asset allocation
Korzeń, Kamil; Ślepaczuk, Robert - 2021
Persistent link: https://www.econbiz.de/10012816699
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Cover Image
Replication Methods in the Pricing and Hedging of Barrier Options
Tomáš, Tichý - In: Czech Journal of Economics and Finance (Finance a uver) 54 (2004) 7-8, pp. 305-324
This paper considers various options replication methods. Firstly, a specific type of barrier option, an up …. Secondly, a general definition of replication methods is provided. Two methods are thus examined in detail: The first one …
Persistent link: https://www.econbiz.de/10008549672
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