CRASH HEDGING STRATEGIES AND WORST-CASE SCENARIO PORTFOLIO OPTIMIZATION (Q5483507): Difference between revisions
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Revision as of 21:36, 5 March 2024
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)
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14 August 2006
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optimal portfolios
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crash modeling
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worst-case scenario
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changing market coefficients
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implied volatility
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crash horizon
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