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







Metadata export


Citation


+ 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