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
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)
Subject: 330 Economics

Dieser Eintrag ist Teil der Universitätsbibliographie.




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Albrecht, Peter ; Maurer, Raimond ; Timpel, Matthias A Shortfall Approach to the Evaluation of Risk and Return of Positions with Options. 3 1003-1023 In: Proceedings of the 5th AFIR International Colloquium : Brussels, September 1995 (1995) Bruxelles [Conference or workshop publication]


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