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 1989-2021)
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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