Shortfall risk minimization versus symmetric (quadratic) hedging
type: Item
instance of: scholarly article
title: Shortfall risk minimization versus symmetric (quadratic) hedging
zbMATH Open document ID: 1124.91334
author: Gino Favero
published in: Decisions in Economics and Finance
publication date: 2006-03-09T00:00:00Z
Mathematics Subject Classification ID: 91B28
Mathematics Subject Classification ID: 91B70
Mathematics Subject Classification ID: 93E20
zbMATH DE Number: 5010103
zbMATH Keywords: contingent claim
zbMATH Keywords: self-financing strategy
MaRDI profile type: Publication
full work available at URL: s10203-005-0051-z
OpenAlex ID: W1997196486
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DOI: 10.1007/S10203-005-0051-Z
description: scientific article; zbMATH DE number 5010103