Utility maximization under a shortfall risk constraint (Q952687)
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scientific article; zbMATH DE number 5365278
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| default for all languages | No label defined |
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| English | Utility maximization under a shortfall risk constraint |
scientific article; zbMATH DE number 5365278 |
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Utility maximization under a shortfall risk constraint (English)
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13 November 2008
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utility maximization
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optimal portfolio choice
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utility-based shortfall risk
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convex risk measures
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semimartingales
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0.9435906
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0.9174573
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0.89268017
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0.89091736
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0.8873792
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0.88568735
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0.8796296
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