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-List Of Titles -Can expected shortfall and value-at-risk be used to statically hedge options?

Please use this identifier to cite or link to this item: http://hdl.handle.net/1959.14/102455

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Title
Can expected shortfall and value-at-risk be used to statically hedge options?
Related
Quantitative finance, Vol. 10, No. 6 (2010), p.575-583
DOI
10.1080/14697680902956695
Publisher
Routledge
Date
2010
Author/Creator
Wylie, Jonathan J
Author/Creator
Zhang, Qiang
Author/Creator
Siu, Tak Kuen
Description
9 page(s)
Resource Type
journal article
Organisation
Macquarie University. Dept. of Actuarial Studies
Identifier
http://hdl.handle.net/1959.14/102455
Identifier
ISSN:1469-7696
Identifier
mq-rm-2009011195
Language
eng
Reviewed
Reviewed
Save/E-mail Citation
Citation Format
E-mail Address
Subject
"Quantitative finance"
 
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