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Thomas Huckle
Kaiju Capital Management
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Kaiju Capital Management
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SCHOLARLY PAPERS
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Scholarly Papers (1)
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1.
Portfolio Optimisation With Options
Number of pages: 25
Posted: 01 Feb 2022
Jonathan Chan
, Thomas Huckle,
Antoine (Jack) Jacquier
and
Aitor Muguruza
Kaiju Capital Management, Kaiju Capital Management, Imperial College London and Imperial College London
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Abstract:
Options portfolio, modern portfolio theory, copulas, tail dependence
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