Optimal Investment for an Insurer with Multiple Risky Assets Under Mean-Variance Criterion (Q3535267): Difference between revisions
From MaRDI portal
Changed an Item |
Set OpenAlex properties. |
||
(One intermediate revision by one other user not shown) | |||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Property / full work available at URL | |||
Property / full work available at URL: https://doi.org/10.1007/978-3-7908-2084-3_17 / rank | |||
Normal rank | |||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W171187312 / rank | |||
Normal rank |
Latest revision as of 00:28, 20 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Optimal Investment for an Insurer with Multiple Risky Assets Under Mean-Variance Criterion |
scientific article |
Statements
Optimal Investment for an Insurer with Multiple Risky Assets Under Mean-Variance Criterion (English)
0 references
10 November 2008
0 references
M-V portfolio selection
0 references
optimal investment
0 references
efficient frontier
0 references