Tail Risk Reduction Strategies

M.L. Ergun, P.A. Stork

Research output: Chapter in Book / Report / Conference proceedingChapterAcademic

Original languageEnglish
Title of host publicationRethinking Valuation and Pricing Models: Lessons Learned from the Crisis and Future Challenges
EditorsC.S. Wehn, G.N. Gregoriou, C. Hoppe
Place of PublicationNew York
PublisherElsevier
Pages457-470
Publication statusPublished - 2013

Publication series

NameHandbook on Investment Strategies, portfolio Theory and Asset Management

Bibliographical note

Gebeurtenis: Chapter 28

Cite this

Ergun, M. L., & Stork, P. A. (2013). Tail Risk Reduction Strategies. In C. S. Wehn, G. N. Gregoriou, & C. Hoppe (Eds.), Rethinking Valuation and Pricing Models: Lessons Learned from the Crisis and Future Challenges (pp. 457-470). (Handbook on Investment Strategies, portfolio Theory and Asset Management). New York: Elsevier.
Ergun, M.L. ; Stork, P.A. / Tail Risk Reduction Strategies. Rethinking Valuation and Pricing Models: Lessons Learned from the Crisis and Future Challenges. editor / C.S. Wehn ; G.N. Gregoriou ; C. Hoppe. New York : Elsevier, 2013. pp. 457-470 (Handbook on Investment Strategies, portfolio Theory and Asset Management).
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Ergun, ML & Stork, PA 2013, Tail Risk Reduction Strategies. in CS Wehn, GN Gregoriou & C Hoppe (eds), Rethinking Valuation and Pricing Models: Lessons Learned from the Crisis and Future Challenges. Handbook on Investment Strategies, portfolio Theory and Asset Management, Elsevier, New York, pp. 457-470.

Tail Risk Reduction Strategies. / Ergun, M.L.; Stork, P.A.

Rethinking Valuation and Pricing Models: Lessons Learned from the Crisis and Future Challenges. ed. / C.S. Wehn; G.N. Gregoriou; C. Hoppe. New York : Elsevier, 2013. p. 457-470 (Handbook on Investment Strategies, portfolio Theory and Asset Management).

Research output: Chapter in Book / Report / Conference proceedingChapterAcademic

TY - CHAP

T1 - Tail Risk Reduction Strategies

AU - Ergun, M.L.

AU - Stork, P.A.

N1 - Gebeurtenis: Chapter 28

PY - 2013

Y1 - 2013

M3 - Chapter

T3 - Handbook on Investment Strategies, portfolio Theory and Asset Management

SP - 457

EP - 470

BT - Rethinking Valuation and Pricing Models: Lessons Learned from the Crisis and Future Challenges

A2 - Wehn, C.S.

A2 - Gregoriou, G.N.

A2 - Hoppe, C.

PB - Elsevier

CY - New York

ER -

Ergun ML, Stork PA. Tail Risk Reduction Strategies. In Wehn CS, Gregoriou GN, Hoppe C, editors, Rethinking Valuation and Pricing Models: Lessons Learned from the Crisis and Future Challenges. New York: Elsevier. 2013. p. 457-470. (Handbook on Investment Strategies, portfolio Theory and Asset Management).