Tail risk management and the skewness premium

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Tail risk management and the skewness premium

Author: Kipp, Martin; Koziol, Christian
Tübinger Autor(en):
Kipp, Martin
Koziol, Christian
Published in: The journal of asset management - London [u.a.] : Henry Stewart Publ. (2022), Bd. 23, H. 6, S. 534-546
Language: English
Full text: https://doi.org/10.1057/s41260-022-00281-1
Dokumentart: Article
Reference: 1818873141
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