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  • Search: subject:"shortfall minimization"
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Year of publication
Subject
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shortfall minimization 2 Bootstrap approach 1 Bootstrap-Verfahren 1 Diversification 1 Diversifikation 1 Portfolio selection 1 Portfolio-Management 1 Theorie 1 Theory 1 delta hedging 1 expected utility maximization 1 financial derivative 1 hedging 1 portfolio choice 1 safety first 1 value at risk minimization 1 variance minimization 1
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Online availability
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Free 1 Undetermined 1
Type of publication
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Article 2
Type of publication (narrower categories)
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Article in journal 1 Aufsatz in Zeitschrift 1
Language
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Czech 1 English 1
Author
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Haley, M. Ryan 1 Zmeškal, Zdenìk 1
Published in...
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Applied economics letters 1 Czech Journal of Economics and Finance (Finance a uver) 1
Source
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ECONIS (ZBW) 1 RePEc 1
Showing 1 - 2 of 2
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Shortfall portfolio selection : a bootstrap and k-fold analysis
Haley, M. Ryan - In: Applied economics letters 29 (2022) 4, pp. 307-310
Persistent link: https://www.econbiz.de/10012803526
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Hedging Strategies and Financial Risks
Zmeškal, Zdenìk - In: Czech Journal of Economics and Finance (Finance a uver) 54 (2004) 1-2, pp. 50-63
Hedging strategies represent basic instrument used toward eliminating financial risk. Increasing volatility of financial markets and their globalization also lead to higher financial risks. These aspects are especially important for transitional and small open economies. The basic goal of the...
Persistent link: https://www.econbiz.de/10008495620
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