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Hedging-based utility risk measure customized for individual investors - MaRDI portal

Hedging-based utility risk measure customized for individual investors (Q2084022)

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scientific article; zbMATH DE number 7602471
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English
Hedging-based utility risk measure customized for individual investors
scientific article; zbMATH DE number 7602471

    Statements

    Hedging-based utility risk measure customized for individual investors (English)
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    17 October 2022
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    risk measures
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    personalized risk measures
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    hedging risk
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    utility indifference prices
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