Market value margin via mean-variance hedging - Research Collection

Metadata only

Author

Tsanakas, Andreas

Wüthrich, Mario V.

Cerny, Ales

Date

2013

Type

Journal Article

Citations

Cited 2 times in Web of Science

ETH Bibliography

yes

Altmetrics

Publication status

published

External links

https://doi.org/10.1017/asb.2013.18

Journal / series

Astin bulletin

Volume

43(3)

Pages / Article No.

301 - 322

Publisher

Cambridge University Press

Subject

Market value margin; Mean-variance hedging; Market consistent valuation; Cost-of-capital; Solvency II

Organisational unit

08813 - Wüthrich, Mario Valentin (Tit.-Prof.)

Notes

.

More

Show all metadata

Citations

Cited 2 times in Web of Science

ETH Bibliography

yes

Altmetrics