Shortfall Risks and Excess Chances of Option-Based Rollover Hedge-Strategies with Respect to Alternative Target Returns : Empirical Evidence from the German Stock Market


Adam, Michael ; Albrecht, Peter ; Maurer, Raimond



Document Type: Conference or workshop publication
Year of publication: 1996
Book title: Proceedings ... Tagung Deutsche Afir-Gruppe
Page range: 1367-1393
Publisher: Albrecht, Peter
Place of publication: Mannheim
Publishing house: Univ. Mannheim
Publication language: English
Institution: Business School > ABWL, Risikotheorie, Portfolio Management u. Versicherungswissenschaft (Albrecht)
Subject: 330 Economics

Dieser Eintrag ist Teil der Universitätsbibliographie.




Metadata export


Citation


+ Search Authors in

+ Page Views

Hits per month over past year

Detailed information



You have found an error? Please let us know about your desired correction here: E-Mail


Actions (login required)

Show item Show item