Portfolio risk minimization and differential games (Q425781): Difference between revisions

@@ Property / Mathematics Subject Classification ID @@
+G10
@@ Property / Mathematics Subject Classification ID: 91G10 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+A23
@@ Property / Mathematics Subject Classification ID: 91A23 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+J27
@@ Property / Mathematics Subject Classification ID: 60J27 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+6044640
@@ Property / zbMATH DE Number: 6044640 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+portfolio risk minimization
@@ Property / zbMATH Keywords: portfolio risk minimization / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+stochastic differential game
@@ Property / zbMATH Keywords: stochastic differential game / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+convex risk measures
@@ Property / zbMATH Keywords: convex risk measures / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+regime-switching HJB equation
@@ Property / zbMATH Keywords: regime-switching HJB equation / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+change of measures
@@ Property / zbMATH Keywords: change of measures / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+financial risk
@@ Property / zbMATH Keywords: financial risk / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+macro-economic risk
@@ Property / zbMATH Keywords: macro-economic risk / rank @@
+Normal rank

Revision as of 22:43, 29 June 2023