Dynamic Minimization of Worst Conditional Expectation of Shortfall (Q4673673): Difference between revisions

@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1111/j.0960-1627.2004.00207.x
+Normal rank
@@ Property / OpenAlex ID @@
+W3126071912
@@ Property / OpenAlex ID: W3126071912 / rank @@
+Normal rank
@@ Property / cites work @@
+Coherent Measures of Risk
@@ Property / cites work: Coherent Measures of Risk / rank @@
+Normal rank
@@ Property / cites work @@
+Minimizing Expected Loss of Hedging in Incomplete and Constrained Markets
+Normal rank
@@ Property / cites work @@
+On dynamic measure of risk
@@ Property / cites work: On dynamic measure of risk / rank @@
+Normal rank
@@ Property / cites work @@
+Quantile hedging
@@ Property / cites work: Quantile hedging / rank @@
+Normal rank
@@ Property / cites work @@
+On the worst conditional expectation.
@@ Property / cites work: On the worst conditional expectation. / rank @@
+Normal rank
@@ Property / cites work @@
+Efficient hedging with coherent risk measure
@@ Property / cites work: Efficient hedging with coherent risk measure / rank @@
+Normal rank
@@ Property / cites work @@
+Dynamic <i>L <sup>p</sup></i>-Hedging in Discrete Time under Cone Constraints
+Normal rank
@@ Property / cites work @@
+Minimizing shortfall risk and applications to finance and insurance problems
+Normal rank
@@ Property / cites work @@
+A Stochastic Control Approach to Risk Management Under Restricted Information
+Normal rank
@@ Property / cites work @@
+Maximizing the probability of a perfect hedge
@@ Property / cites work: Maximizing the probability of a perfect hedge / rank @@
+Normal rank