Systemic risk of optioned portfolio : controllability and optimization
Year of publication: |
2023
|
---|---|
Authors: | Pang, Xiaochuan ; Zhu, Shushang ; Cui, Xueting ; Ma, Jiali |
Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 717409-3. - Vol. 153.2023, p. 1-29
|
Subject: | Systemic risk | Contagion effect | Seesaw effect | Optioned asset | Controllability | Systemrisiko | Portfolio-Management | Portfolio selection | Ansteckungseffekt | Optionspreistheorie | Option pricing theory | Optionsgeschäft | Option trading | Finanzkrise | Financial crisis |
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