HEDGING BY SEQUENTIAL REGRESSIONS REVISITED (Q3650924)

From MaRDI portal
Revision as of 21:42, 19 March 2024 by Openalex240319060354 (talk | contribs) (Set OpenAlex properties.)
scientific article
Language Label Description Also known as
English
HEDGING BY SEQUENTIAL REGRESSIONS REVISITED
scientific article

    Statements

    title
    HEDGING BY SEQUENTIAL REGRESSIONS REVISITED (English)
    0 references
    author
    Aleš Černý
    0 references
    Jan Kallsen
    0 references
    publication date
    7 December 2009
    0 references
    zbMATH Keywords
    option
    0 references
    hedging
    0 references
    trading strategy
    0 references
    sequential regression
    0 references
    opportunity-neutral measure
    0 references
    Sharpe ratio
    0 references

    Identifiers

    zbMATH DE Number
    5643169
    0 references
    OpenAlex ID
    W3125387396
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q3650924&oldid=32026641"
    Powered by MediaWiki