Constant proportion portfolio insurance strategies in contagious markets (Q4554427): Difference between revisions

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Latest revision as of 10:03, 17 July 2024

scientific article; zbMATH DE number 6979464
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English
Constant proportion portfolio insurance strategies in contagious markets
scientific article; zbMATH DE number 6979464

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    Constant proportion portfolio insurance strategies in contagious markets (English)
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    14 November 2018
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    self-contagion
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    Hawkes processes
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    gap risk
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    liquidity
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    risk measures
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