The relative efficiency of option hedging strategies using the third-order stochastic dominance
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Publication:6166928
DOI10.1007/S10287-021-00401-ZOpenAlexW3160172233MaRDI QIDQ6166928FDOQ6166928
Authors: Margareta Gardijan Kedžo, Boško Šego 
Publication date: 4 August 2023
Published in: Computational Management Science (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10287-021-00401-z
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Cites Work
- The pricing of options and corporate liabilities
- Stochastic Dominance
- Risk assessment and risk management: review of recent advances on their foundation
- Improved Portfolio Choice Using Second-Order Stochastic Dominance*
- Testing for restricted stochastic dominance
- Title not available (Why is that?)
- Efficient option risk measurement with reduced model risk
- Two-Sided Screening Procedures in the Bivariate Case
- Risk and Financial Management
- Mathematics and statistics for financial risk management
- Further tables of the studentized maximum modulus distribution
- Performance of a hedged stochastic portfolio model in the presence of extreme events
Cited In (2)
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