Stock portfolio hedging based on the volatility management strategy with the dynamic parameter optimization
Saved in:
| 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 | LibNASSimilar Items
-
Hedging of options under mean-square criterion and semi-Markov volatility
by: Svishchuk, A.V.
Published: (1995) -
About two-criteria optimization of the stock portfolio
by: F. H. Harashchenko, et al.
Published: (2017) -
The Portfolio-Based Approach in the Enterprise Potential Strategy
by: A. L. Sabadyreva
Published: (2015) -
Portfolio Optimization using the GO-GARCH model: Evidence from Ukrainian Stock Exchange
by: Z. Matsuk, et al.
Published: (2016) -
Barbell strategy with bond portfolios: theory review and empirical study with government bond portfolios of Vietnam Prosperity Joint Stock Commercial Bank in 2018
by: D. H. Linh, et al.
Published: (2018)