CRASH HEDGING STRATEGIES AND WORST-CASE SCENARIO PORTFOLIO OPTIMIZATION (Q5483507)
From MaRDI portal
scientific article; zbMATH DE number 5045435
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | CRASH HEDGING STRATEGIES AND WORST-CASE SCENARIO PORTFOLIO OPTIMIZATION |
scientific article; zbMATH DE number 5045435 |
Statements
CRASH HEDGING STRATEGIES AND WORST-CASE SCENARIO PORTFOLIO OPTIMIZATION (English)
0 references
14 August 2006
0 references
optimal portfolios
0 references
crash modeling
0 references
worst-case scenario
0 references
changing market coefficients
0 references
implied volatility
0 references
crash horizon
0 references
