Minimizing coherent risk measures of shortfall in discrete-time models under cone constraints | Tokyo Tech Research Repository (T2R2)

Publication Information

Title

Japanese:
English:	Minimizing coherent risk measures of shortfall in discrete-time models under cone constraints

Author

Japanese:	中野張.
English:	Yumiharu Nakano.

Language

English

Journal/Book name

Japanese:
English:	Applied Mathematical Finance

Volume, Number, Page

Vol. 10 pp. 163-181

Published date

2003

Publisher

Japanese:
English:

Conference name

Japanese:
English:

Conference site

Japanese:
English:

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