SHAREHOLDER RISK MEASURES
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Publication:4635029
DOI10.1111/mafi.12142zbMath1403.91192OpenAlexW2554147262MaRDI QIDQ4635029
Jean-Charles Rochet, Delia Coculescu
Publication date: 13 April 2018
Published in: Mathematical Finance (Search for Journal in Brave)
Full work available at URL: https://www.zora.uzh.ch/id/eprint/149100/1/MAFI-2015-0003.R1.pdf
risk measuresdividend optimizationnonconvex risk measurescash reserves managementshareholder's risk measure
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