CRASH HEDGING STRATEGIES AND WORST-CASE SCENARIO PORTFOLIO...

CRASH HEDGING STRATEGIES AND WORST-CASE SCENARIO PORTFOLIO OPTIMIZATION

MENKENS, OLAF
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Volume:
9
Language:
english
Journal:
International Journal of Theoretical and Applied Finance
DOI:
10.1142/S0219024906003706
Date:
June, 2006
File:
PDF, 287 KB
english, 2006
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