Risk Minimizing Portfolio Optimization and Hedging ….pptVIP

Risk Minimizing Portfolio Optimization and Hedging with Conditional Value-at-Risk;Outline;Dynamic Problem;Background Motivation;Risk Measures;Literature (I);Literature (II);The Idea;Solution (I);Solution (II);Solution (III);Solution (IV);Application to BS Model (I);Application to BS Model (II);Conclusion Future Work;The End