Pareto efficient buy and hold investment strategies under order book linked constraints

Author:

Balbás AlejandroORCID,Balbás BeatrizORCID,Balbás RaquelORCID

Publisher

Springer Science and Business Media LLC

Subject

Management Science and Operations Research,General Decision Sciences

Reference37 articles.

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3. Asimit, V., & Boonen, T. J. (2018). Insurance with multiple insurers: A game-theoretic approach. European Journal of Operational Research, 267, 778–790.

4. Asimit, V., Hu, J., & Xie, Y. (2019). Optimal robust insurance with a finite uncertainty set. Insurance: Mathematics and Economics, 87, 67–81.

5. Assa, H. (2016). Natural risk measures. Mathematics and Financial Economics, 10, 441–456.

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