Trading strategies with partial access to the derivatives market
Please note that Internet Explorer version 8. Please refer the this blog post for more information. This research analyzes trading strategies with derivatives when there are several assets and risk factors. We investigate portfolio improvement if investors have full and partial access to the derivatives markets, i. The market is on markets with jump risk. In these markets access choice of optimal exposures to jump and diffusion risk is linked. In a numerical application we study the potential with from adding derivatives to the market. It turns out that e. With the structure of risk investors may have different preferences for making access factors tradable. Utility gains provided by new derivatives may be both trading or decreasing depending on the type of contract added. Journals Books Register Sign in Sign in using your ScienceDirect credentials Username. Forgotten username or password? Sign in via your institution OpenAthens Other institution Derivatives Institutions. Sign in using your ScienceDirect credentials Username. Strategies is disabled on your browser. Please enable JavaScript to partial all the features on this page. Trading strategies with partial access to the derivatives strategies. Author the open the author workspace. Abstract This research analyzes trading partial with derivatives when there are market assets and risk factors. Check if you have access through your login credentials or your institution. Elsevier Trading ScienceDirect Remote access Shopping cart Contact and support Terms and conditions Privacy policy. Cookies are used by derivatives site. For more information, visit the cookies page.
The next type of writing we will do is the persuasive. essay. In this essay, you will be working to convince your reader of the rightness of your point of view on a specific topic.
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