Portfolio risk minimization and differential games (Q425781): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 01:13, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Portfolio risk minimization and differential games |
scientific article |
Statements
Portfolio risk minimization and differential games (English)
0 references
9 June 2012
0 references
portfolio risk minimization
0 references
stochastic differential game
0 references
convex risk measures
0 references
regime-switching HJB equation
0 references
change of measures
0 references
financial risk
0 references
macro-economic risk
0 references
