Optimal investment with multiple risky assets for an insurer in an incomplete market
From MaRDI portal
Publication:1956113
DOI10.1155/2013/751846zbMath1264.91122WikidataQ58921808 ScholiaQ58921808MaRDI QIDQ1956113
Hui Zhao, Jiling Cao, Xi-Min Rong
Publication date: 13 June 2013
Published in: Discrete Dynamics in Nature and Society (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1155/2013/751846
91G10: Portfolio theory