Optimizing S-Shaped Utility and Implications for Risk Management
Year of publication: |
2018
|
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Authors: | Armstrong, John |
Other Persons: | Brigo, Damiano (contributor) |
Publisher: |
[2018]: [S.l.] : SSRN |
Subject: | Theorie | Theory | Risikomanagement | Risk management |
Extent: | 1 Online-Ressource (29 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments January 29, 2018 erstellt |
Other identifiers: | 10.2139/ssrn.3112663 [DOI] |
Classification: | D81 - Criteria for Decision-Making under Risk and Uncertainty ; G11 - Portfolio Choice ; G13 - Contingent Pricing; Futures Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
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