Tail Risk Hedging and Regime Switching


Huggenberger, Markus ; Albrecht, Peter ; Pekelis, Alexandr



Document Type: Conference presentation
Year of publication: 2015
Conference title: World Risk and Insurance Economics Congress
Location of the conference venue: München, Germany
Date of the conference: 02. - 06.08.2015
Publication language: English
Institution: Außerfakultäre Einrichtungen > Institut für Versicherungswissenschaft
Business School > ABWL, Risikotheorie, Portfolio Management u. Versicherungswissenschaft (Albrecht)
Subject: 330 Economics




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Huggenberger, Markus ; Albrecht, Peter ; Pekelis, Alexandr Tail Risk Hedging and Regime Switching. (2015) World Risk and Insurance Economics Congress (München, Germany) [Conference presentation]


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