Portfolio insurance under a risk-measure constraint (Q654812)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Portfolio insurance under a risk-measure constraint |
scientific article |
Statements
Portfolio insurance under a risk-measure constraint (English)
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21 December 2011
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portfolio insurance
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utility maximization
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convex risk measures
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spectral risk measure
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entropic risk measure
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0.90568817
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0.90508866
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0.9050412
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0.89919347
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0.89826405
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0.8929359
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0.88748586
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0.88734055
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