Journal: Statistics and Decisions

Found 3 papers in total
Mean-risk optimization for index tracking
2006,
This paper presents an analysis of the tracking problems of multiple indices with...
Risk measurement with equivalent utility principles
2006,
Risk measures have been studied for several decades in the actuarial literature, where...
On the optimal risk allocation problem
2006,
The optimal risk allocation problem or equivalently the problem of risk sharing is the...
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