Mean-risk portfolio management with bankruptcy prohibition
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Publication:1735044
DOI10.1016/j.insmatheco.2019.01.005zbMath1419.91596MaRDI QIDQ1735044
Publication date: 28 March 2019
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.insmatheco.2019.01.005
weak convergence; bankruptcy prohibition; deviation risk; mean-risk portfolio selection; nonlinear moment problem
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