Preparing for the Worst
type: Item
instance of: scholarly article
title: Preparing for the Worst
zbMATH Open document ID: 1064.91050
DOI: 10.1002/0471686522
author: H. D. Vinod
author: Derrick P. Reagle
published in: Wiley Series in Probability and Statistics
publication date: 2005-01-18T00:00:00Z
Mathematics Subject Classification ID: 91B28
Mathematics Subject Classification ID: 91-02
Mathematics Subject Classification ID: 91B16
zbMATH DE Number: 2129300
zbMATH Keywords: capital asset pricing model
zbMATH Keywords: hedging
zbMATH Keywords: downside risk
zbMATH Keywords: utility theory
zbMATH Keywords: forecast
zbMATH Keywords: option pricing
describes a project that uses: mathStatica
MaRDI profile type: MaRDI publication profile
full work available at URL: https://doi.org/10.1002/0471686522
OpenAlex ID: W1518419942
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description: scientific article; zbMATH DE number 2129300