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Minimizing coherent risk measures of shortfall in discrete-time models with cone constraints
Nakano, Yumiharu - In: Applied mathematical finance 10 (2003) 2, pp. 163-181
Persistent link: https://www.econbiz.de/10001805377
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Partial hedging for defaultable claims
Nakano, Yumiharu - In: Advances in mathematical economics 14 (2011), pp. 127-145
Persistent link: https://www.econbiz.de/10009902326
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Remark on optimal investment in a market with memory
Inoue, Akihiko; Nakano, Yumiharu - 2007
Persistent link: https://www.econbiz.de/10004960630
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A liability tracking approach to long term management of pension funds
Ieda, Masashi; Yamashita, Takashi; Nakano, Yumiharu - In: Journal of mathematical finance 3 (2013) 3, pp. 392-400
Persistent link: https://www.econbiz.de/10010239531
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Remark on optimal investment in a market with memory
Inoue, Akihiko (contributor); Nakano, Yumiharu (contributor) - 2007
Persistent link: https://www.econbiz.de/10003564909
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On historical value at risk under distribution uncertainty
Iizuka, Atsushi; Nakano, Yumiharu - In: Journal of mathematical finance 5 (2015) 2, pp. 113-118
Persistent link: https://www.econbiz.de/10011398743