{"title":"组合自定义套期保值:优化设计、不可保风险敞口和操作风险管理","authors":"P. Guiotto, Andrea Roncoroni","doi":"10.2139/ssrn.3775182","DOIUrl":null,"url":null,"abstract":"Abstract Optimal Design of Combined Contingent Claims: Theory and Applications. In “Combined Custom Hedging: Optimal Design, Noninsurable Exposure, and Operational Risk Management”, Paolo Guiotto a...","PeriodicalId":236552,"journal":{"name":"DecisionSciRN: Other Decision-Making in Operations Research (Topic)","volume":"141 1","pages":"0"},"PeriodicalIF":0.0000,"publicationDate":"2020-11-30","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"2","resultStr":"{\"title\":\"Combined Custom Hedging: Optimal Design, Noninsurable Exposure, and Operational Risk Management\",\"authors\":\"P. Guiotto, Andrea Roncoroni\",\"doi\":\"10.2139/ssrn.3775182\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"Abstract Optimal Design of Combined Contingent Claims: Theory and Applications. In “Combined Custom Hedging: Optimal Design, Noninsurable Exposure, and Operational Risk Management”, Paolo Guiotto a...\",\"PeriodicalId\":236552,\"journal\":{\"name\":\"DecisionSciRN: Other Decision-Making in Operations Research (Topic)\",\"volume\":\"141 1\",\"pages\":\"0\"},\"PeriodicalIF\":0.0000,\"publicationDate\":\"2020-11-30\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"2\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"DecisionSciRN: Other Decision-Making in Operations Research (Topic)\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.2139/ssrn.3775182\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"\",\"JCRName\":\"\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"DecisionSciRN: Other Decision-Making in Operations Research (Topic)","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.2139/ssrn.3775182","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
Abstract Optimal Design of Combined Contingent Claims: Theory and Applications. In “Combined Custom Hedging: Optimal Design, Noninsurable Exposure, and Operational Risk Management”, Paolo Guiotto a...