Cross-Hedging Minimum Return Guarantees: Basis and Liquidity Risk

Ankirchner Stefan, Schneider Judith C., Schweizer Nikolaus

Research article (journal) | Peer reviewed

Details about the publication

JournalJournal of Economic Dynamics and Control
Volume41
StatusPublished
Release year2014
Language in which the publication is writtenEnglish

Authors from the University of Münster

Schneider, Judith C.
Junior professorship for finance II (Prof. Schneider)