Derivatives Optimization
The article presents a new type of portfolio optimization that considers parameter uncertainty in portfolios with derivatives, utilizing the Exposure Stacking method.
Featured in No. 49 on 15 May 2024 · 1 day after release
- Released
- 14 May 2024
- First featured
- No. 49 · 15 May 2024
- Published in
- Not yet, as far as Semantic Scholar knows
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- 2
- Identifier
- SSRN 4827987
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