Utility maximization under a shortfall risk constraint (Q952687): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Utility maximization under a shortfall risk constraint |
scientific article |
Statements
Utility maximization under a shortfall risk constraint (English)
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13 November 2008
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utility maximization
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optimal portfolio choice
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utility-based shortfall risk
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convex risk measures
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semimartingales
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