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Investment under duality risk measure
Zuoquan Xu
Department of Applied Mathematics
The Hong Kong Polytechnic University
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Keyphrases
Gambling
100%
Risk Measures
100%
Merton
50%
Benchmark Levels
50%
Stable Markets
50%
Algebraic Equation
25%
Portfolio Optimization
25%
Investment Risk
25%
Risk-averse
25%
Risk Tolerance
25%
Complete Markets
25%
Absolute Risk Aversion
25%
Positive Homogeneity
25%
Aumann
25%
Mathematics
Risk Measure
100%
Risk Aversion
100%
Minimizes
100%
Algebraic Equation
100%