Shortfall risk minimisation versus symmetric (quadratic) hedging
Gino Favero
| Year of publication: |
2005
|
|---|---|
| Authors: | Favero, Gino |
| Published in: |
Decisions in economics and finance : DEF ; a journal of applied mathematics. - Milano : Springer, ISSN 1593-8883, ZDB-ID 2040574-1. - Vol. 28.2005, 1, p. 1-8
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| Subject: | Portfolio-Management | Portfolio selection | Hedging | Entscheidung unter Unsicherheit | Decision under uncertainty | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10002959882