Return and Shortfall Risks of Rollover Hedge-Strategies with Options


Albrecht, Peter ; Maurer, Raimond ; Stephan, Thomas G.


URL: http://www.actuaries.org/AFIR/Colloquia/Brussels/A...
Document Type: Conference or workshop publication
Year of publication: 1995
Book title: Actes / 5e Colloque International AFIR : Bruxelles, Septembre 1995
Volume: 3
Page range: 975-1001
Place of publication: Brussels
Publishing house: CESIAF
Publication language: German
Institution: Business School > ABWL, Risikotheorie, Portfolio Management u. Versicherungswissenschaft (Albrecht)
Subject: 330 Economics

Dieser Eintrag ist Teil der Universitätsbibliographie.




+ Citation Example and Export

Albrecht, Peter ; Maurer, Raimond ; Stephan, Thomas G. Return and Shortfall Risks of Rollover Hedge-Strategies with Options. 3 975-1001 In: Actes / 5e Colloque International AFIR : Bruxelles, Septembre 1995 (1995) Brussels [Conference or workshop publication]


+ Search Authors in

+ Page Views

Hits per month over past year

Detailed information



You have found an error? Please let us know about your desired correction here: E-Mail


Actions (login required)

Show item Show item