Shortfall risk minimization versus symmetric (quadratic) hedging (Q816438): Difference between revisions

@@ Property / DOI @@
-.1007/s10203-005-0051-z
@@ Property / DOI: 10.1007/s10203-005-0051-z / rank @@
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@@ Property / full work available at URL @@
-https://doi.org/10.1007/s10203-005-0051-z
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@@ Property / OpenAlex ID @@
-W1997196486
@@ Property / OpenAlex ID: W1997196486 / rank @@
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@@ Property / full work available at URL @@
+https://doi.org/10.1007/s10203-005-0051-z
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@@ Property / OpenAlex ID @@
+W1997196486
@@ Property / OpenAlex ID: W1997196486 / rank @@
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@@ 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 @@
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@@ Property / cites work @@
+Maximizing the probability of a perfect hedge
@@ Property / cites work: Maximizing the probability of a perfect hedge / rank @@
+Normal rank
@@ Property / cites work @@
+Quantile hedging
@@ Property / cites work: Quantile hedging / rank @@
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@@ Property / cites work @@
+Efficient hedging: cost versus shortfall risk
@@ Property / cites work: Efficient hedging: cost versus shortfall risk / rank @@
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@@ Property / cites work @@
+Risk minimization under transaction costs
@@ Property / cites work: Risk minimization under transaction costs / rank @@
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@@ Property / cites work @@
+Dynamic <i>L <sup>p</sup></i>-Hedging in Discrete Time under Cone Constraints
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@@ Property / cites work @@
+Q4000065
@@ Property / cites work: Q4000065 / rank @@
+Normal rank
@@ Property / cites work @@
+Local Expected Shortfall-Hedging in Discrete Time *
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@@ Property / cites work @@
+Explicit solutions for shortfall risk minimization in multinomial models.
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@@ Property / cites work @@
+Q2771116
@@ Property / cites work: Q2771116 / rank @@
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@@ Property / DOI @@
+.1007/S10203-005-0051-Z
@@ Property / DOI: 10.1007/S10203-005-0051-Z / rank @@
+Normal rank