Lerby Ergun

Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)

P.O. Box 1738

3000 DR Rotterdam, NL 3062 PA

Netherlands

Duisenberg School of Finance

Gustav Mahlerplein 117

Amsterdam, 1082 MS

Netherlands

Tinbergen Institute

Burg. Oudlaan 50

Rotterdam, 3062 PA

Netherlands

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Tail Risk Reduction Strategies

RETHINKING VALUATION AND PRICING MODELS: LESSONS LEARNED FROM THE CRISIS AND FUTURE CHALLENGES, C.S. Wehn, G.N. Gregoriou, C. Hoppe, eds., Elsevier
Posted: 28 Mar 2012
Lerby Ergun and Philip A. Stork
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE) and Vrije Universiteit Amsterdam, School of Business and Economics

Abstract:

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tail risk, investment strategy, technical analysis