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Article (Scientific journals)
Dynamic Hedging and Extreme Asset Co-movements
Stefanova, Denitsa; Elkamhi, Redouane
2015 • In Review of Financial Studies, 28 (3), p. 743-790
Peer Reviewed verified by ORBi
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https://hdl.handle.net/10993/22180
DOI
10.1093/rfs/hhu074
 

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Disciplines :
Finance
Author, co-author :
Stefanova, Denitsa  ;  University of Luxembourg > Faculty of Law, Economics and Finance (FDEF) > Luxembourg School of Finance (LSF)
Elkamhi, Redouane;  University of Toronto - U of T
External co-authors :
no
Language :
English
Title :
Dynamic Hedging and Extreme Asset Co-movements
Publication date :
2015
Journal title :
Review of Financial Studies
ISSN :
1465-7368
Publisher :
Oxford University Press, United Kingdom
Volume :
28
Issue :
3
Pages :
743-790
Peer reviewed :
Peer Reviewed verified by ORBi
Additional URL :
http://rfs.oxfordjournals.org/cgi/reprint/hhu074?
Available on ORBilu :
since 16 October 2015

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