Hedging global environment risks: An option based portfolio insurance.

André de Palma Jean-Luc Prigent

Published in: Autom. (2008)

Keyphrases

risk management
option pricing
transaction costs
decision making
mobile robot
risk analysis
risk factors
real time
decision support system
changing environment
portfolio selection
portfolio optimization
mobile devices
autonomous agents
reinforcement learning
risk assessment
global information
knowledge base