Tail risk hedging for mutual funds using equity market state prices

Michael J. O'Neill*, Zhangxin (Frank) Liu

*Corresponding author for this work

Research output: Contribution to journalArticleResearchpeer-review

4 Citations (Scopus)

Fingerprint

Dive into the research topics of 'Tail risk hedging for mutual funds using equity market state prices'. Together they form a unique fingerprint.

Business & Economics