A Stochastic Control Approach to Risk Management Under Restricted Information (Q2707150)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Stochastic Control Approach to Risk Management Under Restricted Information |
scientific article |
Statements
A Stochastic Control Approach to Risk Management Under Restricted Information (English)
0 references
29 March 2001
0 references
risk management
0 references
shortfall risk minimization
0 references
restricted information
0 references
transactions costs
0 references
dynamic programming
0 references
