Constant proportion portfolio insurance strategies in contagious markets (Q4554427)
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scientific article; zbMATH DE number 6979464
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| 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)
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14 November 2018
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self-contagion
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Hawkes processes
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gap risk
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liquidity
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risk measures
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0.8605437874794006
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0.8260262608528137
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0.8223109245300293
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0.8212955594062805
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0.8119275569915771
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