Pages that link to "Item:Q1754039"
From MaRDI portal
The following pages link to Comonotonic approximation to periodic investment problems under stochastic drift (Q1754039):
Displaying 3 items.
- Risk management with multiple VaR constraints (Q1616838) (← links)
- A comonotonic approximation to optimal terminal wealth under a multivariate Merton model with correlated jump risk (Q2698069) (← links)
- Nonconcave Optimal Investment with Value-at-Risk Constraint: An Application to Life Insurance Contracts (Q5222157) (← links)
