Constant proportion portfolio insurance strategies in contagious markets (Q4554427)
From MaRDI portal
scientific article; zbMATH DE number 6979464
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Constant proportion portfolio insurance strategies in contagious markets |
scientific article; zbMATH DE number 6979464 |
Statements
Constant proportion portfolio insurance strategies in contagious markets (English)
0 references
14 November 2018
0 references
self-contagion
0 references
Hawkes processes
0 references
gap risk
0 references
liquidity
0 references
risk measures
0 references
