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Implied risk aversion: an alternative rating system for retail structured products - MaRDI portal

Implied risk aversion: an alternative rating system for retail structured products (Q2328778)

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Implied risk aversion: an alternative rating system for retail structured products
scientific article

    Statements

    title
    Implied risk aversion: an alternative rating system for retail structured products (English)
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    author
    Holger Fink
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    Jörn Sass
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    Frank Thomas Seifried
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    Sebastian Geissel
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    publication date
    16 October 2019
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    zbMATH Keywords
    structured products
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    risk measures
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    optimal expected utility
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    implied risk aversion
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    cites work
    Q2738733
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    Q4862306
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    Q4451073
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    Q4550909
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    Stochastic Finance
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    Q4905685
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    Q2892811
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    Q5808925
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    Identifiers

    zbMATH DE Number
    7117933
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    OpenAlex ID
    W3122762322
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    Wikidata QID
    Q128648979
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