Mean-Variance Hedging
dc.contributor.author
Schweizer, Martin
dc.contributor.editor
Cont, Rama
dc.date.accessioned
2019-11-28T09:43:48Z
dc.date.available
2017-06-14T16:53:10Z
dc.date.available
2019-11-28T08:31:12Z
dc.date.available
2019-11-28T09:43:48Z
dc.date.issued
2010
dc.identifier.isbn
978-0-470-05756-8
dc.identifier.isbn
0-470-05756-4
dc.identifier.other
10.1002/9780470061602.eqf14025
en_US
dc.identifier.uri
http://hdl.handle.net/20.500.11850/159547
dc.language.iso
en
en_US
dc.publisher
Wiley
dc.subject
Hedging
en_US
dc.subject
Portfolio choice
en_US
dc.subject
Quadratic criterion
en_US
dc.subject
Variance-optimal martingale measure
en_US
dc.subject
Mean-variance trade-off
en_US
dc.subject
Linear-quadratic stochastic control
en_US
dc.subject
Backward stochastic differential equations
en_US
dc.title
Mean-Variance Hedging
en_US
dc.type
Encyclopedia Entry
dc.date.published
2010-05-15
ethz.book.title
Encyclopedia of Quantitative Finance
en_US
ethz.journal.volume
3
en_US
ethz.pages.start
1177
en_US
ethz.pages.end
1181
en_US
ethz.identifier.nebis
005910167
ethz.publication.place
Chichester
ethz.publication.status
published
en_US
ethz.leitzahl
ETH Zürich::00002 - ETH Zürich::00012 - Lehre und Forschung::00007 - Departemente::02000 - Dep. Mathematik / Dep. of Mathematics::02003 - Mathematik Selbständige Professuren::03658 - Schweizer, Martin / Schweizer, Martin
en_US
ethz.leitzahl.certified
ETH Zürich::00002 - ETH Zürich::00012 - Lehre und Forschung::00007 - Departemente::02000 - Dep. Mathematik / Dep. of Mathematics::02003 - Mathematik Selbständige Professuren::03658 - Schweizer, Martin / Schweizer, Martin
ethz.date.deposited
2017-06-14T16:58:40Z
ethz.source
ECIT
ethz.identifier.importid
imp59364d5c9ce9f14443
ethz.ecitpid
pub:43914
ethz.eth
yes
en_US
ethz.availability
Metadata only
en_US
ethz.rosetta.installDate
2017-07-15T03:19:28Z
ethz.rosetta.lastUpdated
2019-11-28T09:43:59Z
ethz.rosetta.versionExported
true
ethz.COinS
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