Quantilbasierte Wertsicherungsstrategien mit Futures


Pekelis, Alexandr



Document Type: Doctoral dissertation
Year of publication: 2018
Place of publication: Mannheim
University: Universität Mannheim
Evaluator: Albrecht, Peter
Date of oral examination: 22 May 2018
Publication language: German
Institution: Business School > ABWL, Risikotheorie, Portfolio Management u. Versicherungswissenschaft (Albrecht)
Subject: 330 Economics
Subject headings (SWD): Hedging , Wertsicherung , Value at Risk , GARCH
Keywords (English): Futures Hedging , Value at Risk , Conditional Value at Risk , GARCH , Regime Switching

Dieser Eintrag ist Teil der Universitätsbibliographie.




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Pekelis, Alexandr (2018) Quantilbasierte Wertsicherungsstrategien mit Futures. Mannheim [Doctoral dissertation]


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