Coherent risk measures and good-deal bounds

DOI10.1007/PL00013530zbMath0993.91023OpenAlexW2058297600MaRDI QIDQ5936314

Stefan R. Jaschke, Uwe Küchler

Publication date: 11 July 2001

Published in: Finance and Stochastics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/pl00013530

zbMATH Keywords

portfolio optimizationcoherent risk measuresconvex dualityrobust hedgingvaluation bounds

Mathematics Subject Classification ID

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