Stock portfolio hedging based on the volatility management strategy with the dynamic parameter optimization

Saved in:
Bibliographic Details
Date:2015
Main Author: O. V. Piskun
Format: Article
Language:English
Published: 2015
Series:Socio-economic problems of the modern period of Ukraine
Online Access:http://jnas.nbuv.gov.ua/article/UJRN-0000453949
Tags: Add Tag
No Tags, Be the first to tag this record!
Journal Title:Library portal of National Academy of Sciences of Ukraine | LibNAS

Institution

Library portal of National Academy of Sciences of Ukraine | LibNAS
id open-sciencenbuvgovua-60043
record_format dspace
spelling open-sciencenbuvgovua-600432024-04-16T12:47:41Z Stock portfolio hedging based on the volatility management strategy with the dynamic parameter optimization O. V. Piskun 2071-4653 2015 en Socio-economic problems of the modern period of Ukraine http://jnas.nbuv.gov.ua/article/UJRN-0000453949 Article
institution Library portal of National Academy of Sciences of Ukraine | LibNAS
collection Open-Science
language English
series Socio-economic problems of the modern period of Ukraine
spellingShingle Socio-economic problems of the modern period of Ukraine
O. V. Piskun
Stock portfolio hedging based on the volatility management strategy with the dynamic parameter optimization
format Article
author O. V. Piskun
author_facet O. V. Piskun
author_sort O. V. Piskun
title Stock portfolio hedging based on the volatility management strategy with the dynamic parameter optimization
title_short Stock portfolio hedging based on the volatility management strategy with the dynamic parameter optimization
title_full Stock portfolio hedging based on the volatility management strategy with the dynamic parameter optimization
title_fullStr Stock portfolio hedging based on the volatility management strategy with the dynamic parameter optimization
title_full_unstemmed Stock portfolio hedging based on the volatility management strategy with the dynamic parameter optimization
title_sort stock portfolio hedging based on the volatility management strategy with the dynamic parameter optimization
publishDate 2015
url http://jnas.nbuv.gov.ua/article/UJRN-0000453949
work_keys_str_mv AT ovpiskun stockportfoliohedgingbasedonthevolatilitymanagementstrategywiththedynamicparameteroptimization
first_indexed 2025-07-18T01:53:00Z
last_indexed 2025-07-18T01:53:00Z
_version_ 1850417540173398016