Pages that link to "Item:Q254506"
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The following pages link to On the shortfall risk control: a refinement of the quantile hedging method (Q254506):
Displaying 10 items.
- Hedging under multiple risk constraints (Q522054) (← links)
- Shortfall risk minimization versus symmetric (quadratic) hedging (Q816438) (← links)
- On a robustness of quantile hedging: Complete market's case (Q1000484) (← links)
- Quantile hedging pension payoffs: an analysis of investment incentives (Q1689028) (← links)
- Efficient hedging with coherent risk measure (Q1827093) (← links)
- Minimizing shortfall risk and applications to finance and insurance problems (Q1872413) (← links)
- Quantile hedging (Q1966379) (← links)
- Quantile criterion-based control of the securities portfolio with a nonzero ruin probability (Q2393019) (← links)
- The martingale method of shortfall risk minimization in a discrete time market (Q3144058) (← links)
- Large losses–-probability minimizing approach (Q4829417) (← links)