Pages that link to "Item:Q1872413"

The following pages link to Minimizing shortfall risk and applications to finance and insurance problems (Q1872413):

Displaying 16 items.

• The efficient hedging problem for American options (Q483722) (← links)
• Risk measure pricing and hedging in the presence of transaction costs (Q874350) (← links)
• Dual formulation of the utility maximization problem: the case of nonsmooth utility. (Q1879886) (← links)
• On the Neyman-Pearson problem for law-invariant risk measures and robust utility functionals. (Q1879914) (← links)
• Stochastic optimization under constraints. (Q1888753) (← links)
• On utility maximization under convex portfolio constraints (Q1948700) (← links)
• Expected utility maximization problem under state constraints and model uncertainty (Q2278901) (← links)
• Robust utility maximization under convex portfolio constraints (Q2348619) (← links)
• Constrained nonsmooth utility maximization on the positive real line (Q2356566) (← links)
• Reachability analysis of uncertain systems using bounded-parameter Markov decision processes (Q2389641) (← links)
• Convergence in the Semimartingale Topology and Constrained Portfolios (Q3086809) (← links)
• Dynamic Minimization of Worst Conditional Expectation of Shortfall (Q4673673) (← links)
• Convex Duality in Mean-Variance Hedging Under Convex Trading Constraints (Q4906508) (← links)
• On utility maximization without passing by the dual problem (Q5086453) (← links)
• On the existence of an efficient hedge for an American contingent claim within a discrete time market (Q5433100) (← links)
• OPTIMAL PORTFOLIOS WITH LOWER PARTIAL MOMENT CONSTRAINTS AND LPM‐RISK‐OPTIMAL MARTINGALE MEASURES (Q5459961) (← links)