An efficient frontier for participating policies in a continuous-time economy (Q2485532)
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scientific article; zbMATH DE number 2192304
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | An efficient frontier for participating policies in a continuous-time economy |
scientific article; zbMATH DE number 2192304 |
Statements
An efficient frontier for participating policies in a continuous-time economy (English)
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5 August 2005
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Continuous-time model
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Martingale method
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Optimal portfolio
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Participating policies
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Trading and payment strategy
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0.8573797
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0.84815836
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0.83859074
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0.83847636
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0.83687943
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0.83640397
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0.8348317
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0.8317989
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