Shortfall risk minimization versus symmetric (quadratic) hedging (Q816438): Difference between revisions

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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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+Maximizing the probability of a perfect hedge
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+Quantile hedging
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+Efficient hedging: cost versus shortfall risk
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+Risk minimization under transaction costs
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+Dynamic <i>L <sup>p</sup></i>-Hedging in Discrete Time under Cone Constraints
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+Q4000065
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+Local Expected Shortfall-Hedging in Discrete Time *
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+Explicit solutions for shortfall risk minimization in multinomial models.
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+Q2771116
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