Optimal hedging with variational preferences under convex risk measures
Marcelo Righi
| Year of publication: |
2024
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|---|---|
| Authors: | Righi, Marcelo Brutti |
| Subject: | Indifference pricing | Optimal hedging | Risk measures | Variational preferences | Hedging | Risikomaß | Risk measure | Messung | Measurement | Präferenztheorie | Theory of preferences | Risiko | Risk | Portfolio-Management | Portfolio selection |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/14697688.2024.2416981 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015196961