Tail Risk Hedging and Regime Switching

Huggenberger, Markus ; Albrecht, Peter ; Pekelis, Alexandr

Document Type: Conference presentation
Year of publication: 2015
Conference title: International Finance and Banking Society Conference
Location of the conference venue: Hangzhou, China
Date of the conference: 27. - 29.06.2015
Publication language: English
Institution: Außerfakultäre Einrichtungen > Institut für Versicherungswissenschaft
Business School > ABWL, Risikotheorie, Portfolio Management u. Versicherungswissenschaft (Albrecht 1989-2021)
Subject: 330 Economics

Metadata export


+ 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