Tail Risk Hedging and Regime Switching

Huggenberger, Markus ; Albrecht, Peter ; Pekelis, Alexandr

Document Type: Conference presentation
Year of publication: 2015
Conference title: Annual Meeting of The Asian Finance Association (AsianFA)
Location of the conference venue: Changsha, China
Date of the conference: 29.06. - 02.07.2015
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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