Optimum safety/return principle and applications

zbMATH Open0960.91030MaRDI QIDQ1578321FDOQ1578321

Authors: Roman Kulikowski 

Publication date: 19 September 2000

Published in: Bulletin of the Polish Academy of Sciences. Technical Sciences (Search for Journal in Brave)

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zbMATH Keywords

portfolio optimizationinsurancefinancial leveragerisky investmentreturn and safety

Mathematics Subject Classification ID

Cited In (5)

• Title not available (Why is that?)
• Asset-liability management under the safety-first principle
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• An analogy between the optics and the problem of safety of an object.

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