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EQUITY ALLOCATION AND PORTFOLIO SELECTION IN INSURANCE: A SIMPLIFIED PORTFOLIO MODEL - MaRDI portal

EQUITY ALLOCATION AND PORTFOLIO SELECTION IN INSURANCE: A SIMPLIFIED PORTFOLIO MODEL

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Publication:3022041

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DOI10.1142/S0219024902001328zbMath1138.91483MaRDI QIDQ3022041

Erik Taflin

Publication date: 22 June 2005

Published in: International Journal of Theoretical and Applied Finance (Search for Journal in Brave)

zbMATH Keywords

portfolio selection value at risk Insurance equity allocation constraint portfolio optimization

Mathematics Subject Classification ID

Portfolio theory (91G10)

Related Items (2)

A theory of bond portfolios ⋮ Equity allocation and portfolio selection in insurance

Cites Work

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