Pages that link to "Item:Q1872413"

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

Displayed 8 items.

• 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)
• Reachability analysis of uncertain systems using bounded-parameter Markov decision processes (Q2389641) ‎ (← links)
• Dynamic Minimization of Worst Conditional Expectation of Shortfall (Q4673673) ‎ (← 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)