Liu, Haotian and Bai, Kaiyuan (2024) A Comprehensive Analysis of Snowball Structured Products: Characteristics, Return Distribution, and Risk Metrics. In: Proceedings of the 3rd International Conference on Public Management, Digital Economy and Internet Technology, ICPDI 2024, September 6–8, 2024, Jinan, China.
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Abstract
This study discusses in detail the characteristics, analytical methodology, return distribution and risk metrics of “snowball structure” products. As a complex OTC option product that has gained popularity in the Chinese market in recent years, the core of the Snowball Structured product is that inv
| Item Type: | Conference or Workshop Item (UNSPECIFIED) |
|---|---|
| Date Deposited: | 04 Mar 2026 18:19 |
| Last Modified: | 16 Apr 2026 21:59 |
| URI: | http://eprints.eai.eu/id/eprint/51964 |
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