Production with risk hedging -- optimal policy and efficient frontier (Q5360846)
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scientific article; zbMATH DE number 6780542
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Production with risk hedging -- optimal policy and efficient frontier |
scientific article; zbMATH DE number 6780542 |
Statements
Production with Risk Hedging—Optimal Policy and Efficient Frontier (English)
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26 September 2017
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operational risk management
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quadratic hedging
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mean-variance efficient frontier
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0.7656037211418152
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0.7607936859130859
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0.7549028992652893
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0.747850239276886
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0.7404888868331909
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