EQUITY ALLOCATION AND PORTFOLIO SELECTION IN INSURANCE: A SIMPLIFIED PORTFOLIO MODEL (Q3022041)
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scientific article; zbMATH DE number 2177820
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | EQUITY ALLOCATION AND PORTFOLIO SELECTION IN INSURANCE: A SIMPLIFIED PORTFOLIO MODEL |
scientific article; zbMATH DE number 2177820 |
Statements
EQUITY ALLOCATION AND PORTFOLIO SELECTION IN INSURANCE: A SIMPLIFIED PORTFOLIO MODEL (English)
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22 June 2005
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Insurance
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equity allocation
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portfolio selection
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constraint portfolio optimization
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value at risk
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0.8839558362960815
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0.8839558362960815
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0.8134039640426636
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0.8126624822616577
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0.7835361361503601
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