Optimal and robust contracts for a risk-constrained principal (Q1932523): Difference between revisions
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Property / cites work: Coherent Measures of Risk / rank | |||
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Property / cites work: Dilatation monotone risk measures are law invariant / rank | |||
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Property / cites work: Optimal Portfolios with Bounded Capital at Risk / rank | |||
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Property / cites work: Axiomatic characterization of insurance prices / rank | |||
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Latest revision as of 02:21, 6 July 2024
scientific article
Language | Label | Description | Also known as |
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English | Optimal and robust contracts for a risk-constrained principal |
scientific article |
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Optimal and robust contracts for a risk-constrained principal (English)
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20 January 2013
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contract
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risk measure
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optimal investment
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