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  • Search: subject:"risk minimisation"
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Year of publication
Subject
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empirical risk minimisation 1 financial decision-making 1 hedging 1 incomplete market 1 index tracking 1 local risk-minimisation 1 minimal martingale measure 1 portfolio selection 1
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Online availability
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Free 2
Type of publication
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Book / Working Paper 2
Language
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Undetermined 2
Author
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Colwell, D. 1 El-Hassan, Nadima 1 Kwon, Oh-Kang 1 Skouras, Spyros 1
Institution
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Finance Discipline Group, Business School 1 Society for Computational Economics - SCE 1
Published in...
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Computing in Economics and Finance 2001 1 Research Paper Series / Finance Discipline Group, Business School 1
Source
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RePEc 2
Showing 1 - 2 of 2
Did you mean: subject:"risk minimization" (44 results)
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Hedging Diffusion Processes by Local Risk-Minimisation with Applications to Index Tracking
Colwell, D.; El-Hassan, Nadima; Kwon, Oh-Kang - Finance Discipline Group, Business School - 2004
The solution to the problem of hedging contingent claims by local risk-minimisation has been considered in detail in …
Persistent link: https://www.econbiz.de/10005041739
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Cover Image
Risk Neutral Forecasting
Skouras, Spyros - Society for Computational Economics - SCE - 2001
neutral forecasting' models are proposed. Estimation by Empirical Risk Minimisation is shown to converge to parameters …
Persistent link: https://www.econbiz.de/10005132887
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