Performance of a hedged stochastic portfolio model in the presence of extreme events (Q5953182)
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scientific article; zbMATH DE number 1691171
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| English | Performance of a hedged stochastic portfolio model in the presence of extreme events |
scientific article; zbMATH DE number 1691171 |
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Performance of a hedged stochastic portfolio model in the presence of extreme events (English)
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14 January 2002
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GARCH
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option
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stochastic portfolio selection
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0.743069052696228
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0.7305014729499817
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0.7305014729499817
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0.7298327684402466
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0.7291681170463562
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