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"Hedging-based utility risk measure customized for individual investors."

Linjia Dong, Zhaojun Yang (2022)

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DOI: 10.1016/J.ORL.2022.07.007

access: closed

type: Journal Article

metadata version: 2022-11-13

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  - journals/orl/DongY22
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  - https://dblp.org/rec/journals/orl/DongY22
Linjia Dong, Zhaojun Yang:
Hedging-based utility risk measure customized for individual investors. Oper. Res. Lett. 50(5): 509-512 (2022)

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