8th Symposium on Finance, Banking, and Insurance
Universität Karlsruhe (TH), Germany, December 15 - 17, 1999


 

Thursday - Section 13 - Risk Management and Hedging

 

  A Hedging Price Risk when Real Wealth Matters  
P -
  A Alternative Hedging Strategies in the Presence of Jump Risk  
P Paper_Schulmerich_link
  A The Integration of Rare Events into "Classical" Diversification Considerations  
P Paper_Nietert_download
  A Minimum Norm, Minimum Variance Portfolios, and Mean-Variance Portfolio Policies  
P -
  A Discrete Time and Continuous Time Dynamic Mean-Variance Analysis  
P Paper_Reiss_A_download