Explicit solutions for shortfall risk minimization in multinomial models

Decisions in Economics and Finance

Volumn 25, Issue 2, 2002, Pages 145-155

  Scagnellato, Caterina ^a   Vargiolu, Tiziano ^b  

^a Engineering SPA   (Italy)

^b UNIVERSITY OF PADOVA   (Italy)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 20444499160     PISSN: 15938883     EISSN: 11296569     Source Type: Journal    
DOI: 10.1007/s102030200009     Document Type: Note

References (9)

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