Markowitz's mean-variance optimization with investment and constrained reinsurance
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Publication:2358493
DOI10.3934/jimo.2016022zbMath1364.91075OpenAlexW2320702664MaRDI QIDQ2358493
Zhuo Jin, Ping Chen, Nan Zhang, Shuanming Li
Publication date: 15 June 2017
Published in: Journal of Industrial and Management Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.3934/jimo.2016022
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