✦ LIBER ✦

Optimal robust mean-variance hedging in incomplete financial markets

✍ Scribed by N. Lazrieva; T. Toronjadze

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Continuous-time mean-variance portfolio

✍ Alp, Özge Sezgin ;Korn, Ralf 📂 Article 📅 2010 🏛 Springer ⚖ 220 KB

084024 (E10) Optimal dynamical hedging i

📂 Article 📅 1997 🏛 Elsevier Science 🌐 English ⚖ 88 KB

## Reviews riskiness by imposing stricter capital requirements that increase this minimum quality.