Survival and Growth with a Liability: Optimal Portfolio Strategies in Continuous Time (Q4346232)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Survival and Growth with a Liability: Optimal Portfolio Strategies in Continuous Time |
scientific article; zbMATH DE number 1042556
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Survival and Growth with a Liability: Optimal Portfolio Strategies in Continuous Time |
scientific article; zbMATH DE number 1042556 |
Statements
Survival and Growth with a Liability: Optimal Portfolio Strategies in Continuous Time (English)
0 references
3 August 1997
0 references
optimal behavior of an investor
0 references
geometric Brownian motion
0 references
Constant Proportions Portfolio Insurance
0 references
0.9059848
0 references
0.8836937
0 references
0.8713213
0 references
0.86979663
0 references
0.86671937
0 references
0.86628985
0 references
0.85932374
0 references
