Tail-risk protection trading strategies (Q4555105): Difference between revisions

@@ Property / author @@
-Natalie Packham
@@ Property / author: Natalie Packham / rank @@
-Normal rank
@@ Property / author @@
+Natalie Packham
@@ Property / author: Natalie Packham / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1080/14697688.2016.1249512
+Normal rank
@@ Property / OpenAlex ID @@
+W3033950859
@@ Property / OpenAlex ID: W3033950859 / rank @@
+Normal rank
@@ Property / cites work @@
+Theory of constant proportion portfolio insurance
@@ Property / cites work: Theory of constant proportion portfolio insurance / rank @@
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@@ Property / cites work @@
+Generalized autoregressive conditional heteroscedasticity
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@@ Property / cites work @@
+Empirical properties of asset returns: stylized facts and statistical issues
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+Financial Modelling with Jump Processes
@@ Property / cites work: Financial Modelling with Jump Processes / rank @@
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@@ Property / cites work @@
+On dynamic investment strategies
@@ Property / cites work: On dynamic investment strategies / rank @@
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+Q3154980
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+Hyperbolic distributions in finance
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+Q2782356
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+Bootstrap methods: another look at the jackknife
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+What good is a volatility model?
@@ Property / cites work: What good is a volatility model? / rank @@
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+Q5624436
@@ Property / cites work: Q5624436 / rank @@
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+Stochastic finance. An introduction in discrete time
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+Minimizing CVaR in global dynamic hedging with transaction costs
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+Q5706744
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+The Stationary Bootstrap
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+Q2709279
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+A CENTRAL LIMIT THEOREM AND A STRONG MIXING CONDITION
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+Quadratic ARCH Models
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+Leverage causes fat tails and clustered volatility
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+Asymptotic Inference about Predictive Ability
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+A Reality Check for Data Snooping
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