TITLE

STOCK PORTFOLIO HEDGING BASED ON THE VOLATILITY MANAGEMENT STRATEGIES

AUTHOR(S)
PISKUN, Oleksandr V.
PUB. DATE
October 2014
SOURCE
Financial Space;2014, Issue 4, p209
SOURCE TYPE
Academic Journal
DOC. TYPE
Article
ABSTRACT
In article strategy of management of volatility and methods of its assessment are considered. Application of these strategies for hedging of stock portfolios on the example of the S&P500, DAX indexes is investigated. It is shown that for effective management of a portfolio during the long period of investment it is necessary to use dynamic selection of optimum methods of an assessment of volatility and levels of its restriction.
ACCESSION #
108831911

 

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