Shortfall risk minimization: the dual approach (Q5891722)
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scientific article; zbMATH DE number 6077799
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Shortfall risk minimization: the dual approach |
scientific article; zbMATH DE number 6077799 |
Statements
5 September 2012
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shortfall risk
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duality theory
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incomplete markets
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Fenchel-Legendre transform
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Shortfall risk minimization: the dual approach (English)
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