Portfolio insurance under a risk-measure constraint (Q654812): Difference between revisions
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Revision as of 08:51, 30 January 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Portfolio insurance under a risk-measure constraint |
scientific article |
Statements
Portfolio insurance under a risk-measure constraint (English)
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21 December 2011
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portfolio insurance
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utility maximization
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convex risk measures
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spectral risk measure
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entropic risk measure
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