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
The title of a journal, publication series: Proceedings / 5th AFIR International Colloquium
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 1989-2021)
Subject: 330 Economics




Dieser Eintrag ist Teil der Universitätsbibliographie.




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