Optimal portfolios with expected loss constraints and shortfall risk optimal martingale measures (Q5696313)
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scientific article; zbMATH DE number 2215493
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal portfolios with expected loss constraints and shortfall risk optimal martingale measures |
scientific article; zbMATH DE number 2215493 |
Statements
Optimal portfolios with expected loss constraints and shortfall risk optimal martingale measures (English)
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18 October 2005
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