Evaluation of the Chance-Risk-Profile of Combined Stock Option Strategies in Context of Excess-Chance and Shortfall-Risk


Adam, Michael ; Maurer, Raimond ; Möller, Matthias


URL: http://ub-madoc.bib.uni-mannheim.de/15999
Document Type: Conference or workshop publication
Year of publication: 1996
Book title: Aktuarielle Ansätze für Finanz-Risiken : Beiträge zum 6. Internationalen AFIR-Colloquium, Nürnberg, 1. - 3. Oktober 1996
Volume: 2
Page range: 1395-1411
Author/Publisher of the book
(only the first ones mentioned)
:
Albrecht , Peter
Place of publication: Karlsruhe
Publishing house: VVW, Verl. Versicherungswirtschaft
ISBN: 3-88487-591-4
Publication language: English
Institution: Business School > ABWL, Risikotheorie, Portfolio Management u. Versicherungswissenschaft (Albrecht)
Subject: 330 Economics

Dieser Eintrag ist Teil der Universitätsbibliographie.




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Adam, Michael ; Maurer, Raimond ; Möller, Matthias Evaluation of the Chance-Risk-Profile of Combined Stock Option Strategies in Context of Excess-Chance and Shortfall-Risk. Albrecht , Peter 2 1395-1411 In: Aktuarielle Ansätze für Finanz-Risiken : Beiträge zum 6. Internationalen AFIR-Colloquium, Nürnberg, 1. - 3. Oktober 1996 (1996) Karlsruhe [Conference or workshop publication]


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