Market value margin via mean-variance hedging
Open access
Date
2013Type
- Journal Article
ETH Bibliography
yes
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Permanent link
https://doi.org/10.3929/ethz-b-000073078Publication status
publishedExternal links
Journal / series
ASTIN BulletinVolume
Pages / Article No.
Publisher
Cambridge University PressSubject
Market value margin; Mean-variance hedging; Market consistent valuation; Cost-of-capital; Solvency IIOrganisational unit
08813 - Wüthrich, Mario Valentin (Tit.-Prof.)
Notes
It was possible to publish this article open access thanks to a Swiss National Licence with the publisherMore
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ETH Bibliography
yes
Altmetrics