Survival and Growth with a Liability: Optimal Portfolio Strategies in Continuous Time (Q4346232)
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scientific article; zbMATH DE number 1042556
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| 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)
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3 August 1997
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optimal behavior of an investor
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geometric Brownian motion
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Constant Proportions Portfolio Insurance
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0.9059848
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0.8836937
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0.8713213
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0.86979663
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0.86671937
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0.86628985
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0.85932374
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