An insurance approach to the pricing of downside risk in Argentinean stocks

Downside risk stands for the risk associated with realized returns being below expected returns. When focusing on stocks, even though the drift should and tends to be positive, there are periods of stress where investors lose money. The return dynamics of Argentina's main stock index, the Mer.V...

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Detalles Bibliográficos
Autores principales: Dapena, José P., Serur, Juan A., Siri, Julián R.
Formato: Objeto de conferencia
Lenguaje:Inglés
Publicado: 2018
Materias:
Ciencias Económicas
asset pricing
options pricing
insurance
capital markets
Acceso en línea:http://sedici.unlp.edu.ar/handle/10915/164998
Aporte de:
SEDICI (UNLP) de Universidad Nacional de La Plata

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