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

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Бібліографічні деталі
Дата:2015
Автор: O. V. Piskun
Формат: Стаття
Мова:English
Опубліковано: 2015
Назва видання:Socio-economic problems of the modern period of Ukraine
Онлайн доступ:http://jnas.nbuv.gov.ua/article/UJRN-0000453949
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Library portal of National Academy of Sciences of Ukraine | LibNAS
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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 2024-04-17T04:23:02Z
last_indexed 2024-04-17T04:23:02Z
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