Optimum safety/return principle and applications

MaRDI QIDQ1578321zbMATH OpenFDO

Authors Roman Kulikowski

Publication date 19 September 2000

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

zbMATH Keywords

portfolio optimizationinsurancefinancial leveragerisky investmentreturn and safety

Mathematics Subject Classification ID

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Cited in

(5)

• scientific article; zbMATH DE number 1852949 (Why is no real title available?)
• Safety-first principle for constraints of borrowing/lending and risky investment
• Asset-liability management under the safety-first principle
• An analogy between the optics and the problem of safety of an object.
• Portfolio choice in the model of expected utility with a safety-first component

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