Portfolio insurance under a risk-measure constraint (Q654812): Difference between revisions

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+Q3400706
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+Normal rank
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+Theory of constant proportion portfolio insurance
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+Optimal Control under Stochastic Target Constraints
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+Stochastic Target Problems with Controlled Loss
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+PORTFOLIO MANAGEMENT WITH CONSTRAINTS
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+CONSTANT PROPORTION PORTFOLIO INSURANCE IN THE PRESENCE OF JUMPS IN ASSET PRICES
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+Optimal portfolio management with American capital guarantee
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+Optimal Portfolios with Bounded Capital at Risk
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+Quantile hedging
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+Stochastic finance. An introduction in discrete time
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+Robust utility maximization with limited downside risk in incomplete markets
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+BEHAVIORAL PORTFOLIO SELECTION IN CONTINUOUS TIME
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+Law invariant risk measures have the Fatou property
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+On convex risk measures on \(L^{p}\)-spaces
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+Q4368791
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+Optimal and robust contracts for a risk-constrained principal
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