Shortfall Risks and Excess Chances of Option-Based Rollover Hedge-Strategies with Respect to Alternative Target Returns : Empirical Evidence from the German Stock Market

Adam, Michael ; Albrecht, Peter ; Maurer, Raimond

Document Type: Conference or workshop publication
Year of publication: 1996
Book title: Proceedings ... Tagung Deutsche Afir-Gruppe
The title of a journal, publication series: Proceedings ... Tagung Deutsche Afir-Gruppe
Page range: 1367-1393
Publisher: Albrecht, Peter
Place of publication: Mannheim
Publishing house: Univ. Mannheim
Publication language: English
Institution: Business School > ABWL, Risikotheorie, Portfolio Management u. Versicherungswissenschaft (Albrecht 1989-2021)
Subject: 330 Economics

Dieser Eintrag ist Teil der Universitätsbibliographie.

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