Pages that link to "Item:Q3634586"
From MaRDI portal
The following pages link to Optimal Investment and Bounded Ruin Probability: Constant Portfolio Strategies and Mean-variance Analysis (Q3634586):
Displaying 6 items.
- A benchmarking approach to optimal asset allocation for insurers and pension funds (Q659228) (← links)
- An optimal investment strategy with maximal risk aversion and its ruin probability (Q1006559) (← links)
- Portfolio theory for the recourse certainty equivalent maximizing investor (Q1176861) (← links)
- A dynamic programming approach to constrained portfolios (Q2355875) (← links)
- Sub-optimal investment for insurers (Q5077500) (← links)
- On optimal constrained investment strategies for long-term savers in stochastic environments and probability hedging (Q6109848) (← links)