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
Page range: 1367-1393
Author/Publisher of the book
(only the first ones mentioned)
:
Albrecht, Peter
Place of publication: Mannheim
Publishing house: Univ. Mannheim
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 ; Albrecht, Peter ; Maurer, Raimond Shortfall Risks and Excess Chances of Option-Based Rollover Hedge-Strategies with Respect to Alternative Target Returns : Empirical Evidence from the German Stock Market. Albrecht, Peter 1367-1393 In: Proceedings ... Tagung Deutsche Afir-Gruppe (1996) Mannheim [Conference or workshop publication]


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