Production with Risk Hedging—Optimal Policy and Efficient Frontier (Q5360846)
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scientific article; zbMATH DE number 6780542
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Production with Risk Hedging—Optimal Policy and Efficient Frontier |
scientific article; zbMATH DE number 6780542 |
Statements
Production with Risk Hedging—Optimal Policy and Efficient Frontier (English)
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26 September 2017
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operational risk management
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quadratic hedging
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mean-variance efficient frontier
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