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







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