Hedging-based utility risk measure customized for individual investors
type: Item
instance of: scholarly article
title: Hedging-based utility risk measure customized for individual investors
author: Linjia Dong
author: Zhaojun Yang
published in: Operations Research Letters
publication date: 2022-10-17T00:00:00Z
Mathematics Subject Classification ID: 90-XX
zbMATH DE Number: 7602471
zbMATH Keywords: risk measures
zbMATH Keywords: personalized risk measures
zbMATH Keywords: hedging risk
zbMATH Keywords: utility indifference prices
MaRDI profile type: Publication
full work available at URL: j.orl.2022.07.007
OpenAlex ID: W4288069797
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DOI: 10.1016/J.ORL.2022.07.007
description: scientific article; zbMATH DE number 7602471