A Shortfall Approach to the Evaluation of Risk and Return of Positions with Options


Albrecht, Peter ; Maurer, Raimond ; Timpel, Matthias



URL: http://www.actuaries.org/AFIR/Colloquia/Brussels/A...
Document Type: Conference or workshop publication
Year of publication: 1995
Book title: Proceedings of the 5th AFIR International Colloquium : Brussels, September 1995
The title of a journal, publication series: Proceedings 1995 Tagung Deutsche Afir-Gruppe
Volume: 3
Page range: 1003-1023
Place of publication: Bruxelles
Publishing house: Centre d'Etudes Interuniversitaire d'AssurFinance
Publication language: German
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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