Portfolio insurance under a risk-measure constraint (Q654812): 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 00:53, 5 March 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)
0 references
21 December 2011
0 references
portfolio insurance
0 references
utility maximization
0 references
convex risk measures
0 references
spectral risk measure
0 references
entropic risk measure
0 references
