✦ LIBER ✦

Portfolio risk minimization and differential games

✍ Scribed by Robert J. Elliott; Tak Kuen Siu

Publisher: Elsevier Science
Year: 2009
Tongue: English
Weight: 303 KB
Volume: 71
Category: Article
ISSN: 0362-546X
DOI: 10.1016/j.na.2009.03.085

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Utilizing risk minimization for portfoli

Utilizing risk minimization for portfolio management

✍ Augusto Menendez; Bruce R. Feiring 📂 Article 📅 1992 🏛 Elsevier Science 🌐 English ⚖ 522 KB

Risk-sensitive control and differential

Risk-sensitive control and differential games in infinite dimensions

✍ Andrzej Świȩch 📂 Article 📅 2002 🏛 Elsevier Science 🌐 English ⚖ 121 KB

Decision policies minimizing risk in a m

Decision policies minimizing risk in a multistage betting game

✍ Amnon Rapoport; William E. Stein 📂 Article 📅 1974 🏛 Elsevier Science 🌐 English ⚖ 862 KB

Differential inequalities and differenti

Differential inequalities and differential games

✍ V Lakshmikantham; A.N.V Rao 📂 Article 📅 1973 🏛 Elsevier Science 🌐 English ⚖ 321 KB

Risk curve and fuzzy portfolio selection

✍ Xiaoxia Huang 📂 Article 📅 2008 🏛 Elsevier Science 🌐 English ⚖ 409 KB

In stochastic environment, variance, semivariance and probability of a bad outcome are three popular definitions of risk for portfolio selection. In fuzzy environment, variance is carried on as the definition of risk. However, in real life, risk is understood in many different ways. In this paper we

Risk and uncertainty in portfolio charac

Risk and uncertainty in portfolio characterisation

✍ J.G. Ross 📂 Article 📅 2004 🏛 Elsevier Science 🌐 English ⚖ 372 KB