Downside Risk Hedging Under Comonotonicity

Alejandro Balbás, Beatriz Balbás, Raquel Balbás, Antonio Heras

Open source

DOI
10.20944/preprints202608.2115.v1
Published
2026-08-28
Container
Not recorded
Publisher
MDPI AG
Open access
unknown

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BibTeX

@article{allodium:10.20944/preprints202608.2115.v1,
  title = {Downside Risk Hedging Under Comonotonicity},
  author = {Alejandro Balbás and Beatriz Balbás and Raquel Balbás and Antonio Heras},
  year = {2026},
  doi = {10.20944/preprints202608.2115.v1},
  url = {https://doi.org/10.20944/preprints202608.2115.v1}
}

RIS

TY  - JOUR
TI  - Downside Risk Hedging Under Comonotonicity
AU  - Alejandro Balbás
AU  - Beatriz Balbás
AU  - Raquel Balbás
AU  - Antonio Heras
PY  - 2026
DO  - 10.20944/preprints202608.2115.v1
UR  - https://doi.org/10.20944/preprints202608.2115.v1
ER  - 

APA

Balbás, A., Balbás, B., Balbás, R., & Heras, A. (2026). Downside Risk Hedging Under Comonotonicity. https://doi.org/10.20944/preprints202608.2115.v1

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