Good Deal Bounds Induced by Shortfall Risk
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Publication:3074983
DOI10.1137/090769120zbMath1205.91148arXiv0802.4141OpenAlexW2110358476MaRDI QIDQ3074983
Publication date: 10 February 2011
Published in: SIAM Journal on Financial Mathematics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0802.4141
Stochastic integrals (60H05) Applications of functional analysis in optimization, convex analysis, mathematical programming, economics (46N10) Portfolio theory (91G10)
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