Deprecated: $wgMWOAuthSharedUserIDs=false is deprecated, set $wgMWOAuthSharedUserIDs=true, $wgMWOAuthSharedUserSource='local' instead [Called from MediaWiki\HookContainer\HookContainer::run in /var/www/html/w/includes/HookContainer/HookContainer.php at line 135] in /var/www/html/w/includes/Debug/MWDebug.php on line 372
PORTFOLIO OPTIMIZATION UNDER A QUANTILE HEDGING CONSTRAINT - MaRDI portal

PORTFOLIO OPTIMIZATION UNDER A QUANTILE HEDGING CONSTRAINT (Q4555858)

From MaRDI portal
scientific article; zbMATH DE number 6983648
Language Label Description Also known as
English
PORTFOLIO OPTIMIZATION UNDER A QUANTILE HEDGING CONSTRAINT
scientific article; zbMATH DE number 6983648

    Statements

    title
    PORTFOLIO OPTIMIZATION UNDER A QUANTILE HEDGING CONSTRAINT (English)
    0 references
    publication date
    23 November 2018
    0 references
    zbMATH Keywords
    quantile hedging constraints
    0 references
    optimal control
    0 references
    viscosity solutions
    0 references
    cites work
    Q3324260
    0 references
    Q3534747
    0 references
    Quantile hedging
    0 references
    Q4314552
    0 references

    Identifiers

    Mathematics Subject Classification ID
    91G10
    0 references
    93E20
    0 references
    49L25
    0 references
    35Q91
    0 references
    zbMATH DE Number
    6983648
    0 references
    OpenAlex ID
    W2891730813
    0 references
    Wikidata QID
    Q129224838
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q4555858&oldid=37602609"
    Powered by MediaWiki