Simulation hedge investment portfolios through options portfolio
This paper presents two hedging strategies with financial options to mitigate the market risk associated with the future purchase of investment portfolios that exhibit the same behavior as Colombia's COLCAP stock index. The first strategy consists in the purchase of a Call plain vanilla option...
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| Main Authors: | , , |
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| Format: | EJournal Article |
| Published: |
Institute of Advanced Engineering and Science,
2019-11-01.
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| Subjects: | |
| Online Access: | Get fulltext |
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| Call Number: |
A1234.567 |
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| Copy 1 | Available |