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

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+Coherent Measures of Risk
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+Minimizing Expected Loss of Hedging in Incomplete and Constrained Markets
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+On dynamic measure of risk
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+Quantile hedging
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+On the worst conditional expectation.
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+Efficient hedging with coherent risk measure
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+Dynamic <i>L <sup>p</sup></i>-Hedging in Discrete Time under Cone Constraints
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+Minimizing shortfall risk and applications to finance and insurance problems
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+A Stochastic Control Approach to Risk Management Under Restricted Information
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+Maximizing the probability of a perfect hedge
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+Normal rank