Pages that link to "Item:Q1011192"
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The following pages link to Portfolio choice and optimal hedging with general risk functions: a simplex-like algorithm (Q1011192):
Displaying 10 items.
- Hedging, Pareto optimality, and good deals (Q364733) (← links)
- Trade-off between robust risk measurement and market principles (Q493244) (← links)
- Minimizing measures of risk by saddle point conditions (Q984899) (← links)
- Optimal reinsurance with general risk measures (Q1023098) (← links)
- Objective comparisons of the optimal portfolios corresponding to different utility functions (Q1042183) (← links)
- Extending pricing rules with general risk functions (Q1044131) (← links)
- Market consistent valuations with financial imperfection (Q1640175) (← links)
- Good deals and compatible modification of risk and pricing rule: a regulatory treatment (Q1932549) (← links)
- Hahn-Banach and sandwich theorems for equivariant vector lattice-valued operators and applications (Q2057284) (← links)
- A relative robust approach on expected returns with bounded CVaR for portfolio selection (Q2239973) (← links)
