scientific article; zbMATH DE number 3827526

zbMATH Open0522.90006MaRDI QIDQ3673413FDOQ3673413

Robert C. Merton

Publication date: 1982

Title of this publication is not available (Why is that?)

zbMATH Keywords

financespanningportfolio selectioninvestment under uncertaintysecurity risk measures

Mathematics Subject Classification ID

Portfolio theory (91G10) Research exposition (monographs, survey articles) pertaining to game theory, economics, and finance (91-02)

Cited In (4)

• Optimal per claim deductibility in insurance with the possibility of risky investments
• The optimal taxation of risky capital income: An elasticity rule
• Diversity in times of adversity: probabilistic strategies in microbial survival games
• Investment policies and reinsurance for pension funds

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