Conditional extreme risk, black swan hedging, and asset prices

S. Ghon RHEE, Feng WU

Research output: Other Conference Contributions › Conference Paper (other) › Research › peer-review

1 Journal Article (refereed)

1 results

2020

Conditional extreme risk, black swan hedging, and asset prices
RHEE, S. G. & WU, F. H., Sept 2020, In: Journal of Empirical Finance. 58, p. 412-435 24 p.
Research output: Journal Publications › Journal Article (refereed) › peer-review

3 Citations (Scopus)