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摘要翻译：
我们提出了一种基于主观和隐含概率的衍生风险管理方法。我们建议在风险约束下最大化估值差异，并提出了一类由主观分布导出的风险度量。我们用二维和三维情况的具体例子来说明这个过程。在这些情况下，优化可以以图形方式执行。
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英文标题：
《Managing Derivative Exposure》
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作者：
Ulrich Kirchner
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最新提交年份：
2010
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分类信息：
一级分类：Quantitative Finance 数量金融学
二级分类：Portfolio Management 项目组合管理
分类描述：Security selection and optimization, capital allocation, investment strategies and performance measurement
证券选择与优化、资本配置、投资策略与绩效评价
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一级分类：Quantitative Finance 数量金融学
二级分类：Risk Management 风险管理
分类描述：Measurement and management of financial risks in trading, banking, insurance, corporate and other applications
衡量和管理贸易、银行、保险、企业和其他应用中的金融风险
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英文摘要：
We present an approach to derivative exposure management based on subjective and implied probabilities. We suggest to maximize the valuation difference subject to risk constraints and propose a class of risk measures derived from the subjective distribution. We illustrate this process with specific examples for the two and three dimensional case. In these cases the optimization can be performed graphically.
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PDF链接：
https://arxiv.org/pdf/1004.1053
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