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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Latest revision as of 02:21, 6 July 2024

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Optimal and robust contracts for a risk-constrained principal
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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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