Tail-risk protection trading strategies
- Packham, N. ORCID Berlin School of Economics and Law , D-10825, Berlin, Germany.
- Papenbrock, J. Firamis and PPI AG , D-61440, Oberursel, Germany.
- Schwendner, P. Institute for Wealth and Asset Management, Zurich University of Applied Sciences , CH-8401, Winterthur, Switzerland.
- Woebbeking, F. ORCID Department of Finance, Goethe University Frankfurt , D-60323, Frankfurt, Germany.
- 2016-11-18
Published in:
- Quantitative Finance. - Informa UK Limited. - 2016, vol. 17, no. 5, p. 729-744
- Language
-
- English
- Open access status
- hybrid
- Identifiers
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- DOI 10.1080/14697688.2016.1249512
- ISSN 1469-7688
- Persistent URL
- https://sonar.ch/global/documents/257006
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