Cross-Hedging Minimum Return Guarantees: Basis and Liquidity Risk

Ankirchner Stefan, Schneider Judith C., Schweizer Nikolaus

Publication type

Research article (journal)

Peer reviewed

Yes

Publication status

Published

Year

2014

Journal

Journal of Economic Dynamics and Control

Volume

41

Number of pages

93-109

Volume

41

Publisher

Journal of Economic Dynamics and Control

Language

English

ISSN

0165-1889