Hedging conditional value at risk with options (Q2630117)

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Hedging conditional value at risk with options
scientific article

    Statements

    title
    Hedging conditional value at risk with options (English)
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    publication date
    25 July 2016
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    zbMATH Keywords
    conditional value at risk
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    expected shortfall
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    measures of risk
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    risk management
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    Identifiers

    Mathematics Subject Classification ID
    91G70
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    91G20
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    90C05
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    zbMATH DE Number
    6605972
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    OpenAlex ID
    W2017855618
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    arXiv ID
    1408.6673
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