Shortfall Risk and Pension Fund Asset Management
E cient Hedging: Cost versus Shortfall Risk
Minimization of shortfall risk in a jump-diffusion model
Efficient hedging: Cost versus shortfall risk
Minimizing Shortfall Risk and Applications to Finance and Insurance Problems
Dynamic Portfolio Optimization with Bounded Shortfall Risks
Shortfall Risk and the Asset Allocation Decision: A Simulation Analysis of Stock and Bond Risk Profiles
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Betting on Death and Capital Markets in Retirement: A Shortfall Risk Analysis of Life Annuities
International Asset Allocation with Real Estate Securities in a Shortfall Risk Framework: The Viewpoint of German and U.S. Investors