The relative efficiency of option hedging strategies using the third-order stochastic dominance (Q6166928): Difference between revisions
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scientific article; zbMATH DE number 7722435
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English | The relative efficiency of option hedging strategies using the third-order stochastic dominance |
scientific article; zbMATH DE number 7722435 |
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The relative efficiency of option hedging strategies using the third-order stochastic dominance (English)
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4 August 2023
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hedging
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risk management
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options
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stochastic dominance
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portfolio choice
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