“Enterprise Risk and return Management for Financial Institutions,” Mark Griffin and Rick Boomgaardt, April 1999

DOI10.1080/10920277.2000.10595890zbMATH Open1083.91554OpenAlexW2326000233MaRDI QIDQ5718082FDOQ5718082

Authors: E. S. W. Shiu 

Publication date: 13 January 2006

Published in: North American Actuarial Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10920277.2000.10595890

Mathematics Subject Classification ID

Cites Work

• Title not available (Why is that?)
• Beating a moving target: optimal portfolio strategies for outperforming a stochastic benchmark
• Title not available (Why is that?)
• Products of trees for investment analysis
• Survival and Growth with a Liability: Optimal Portfolio Strategies in Continuous Time

Cited In (1)

• Authors’ Reply: On The Decomposition Of The Ruin Probability For A Jump-Diffusion Surplus Process Compounded By A Geometric Brownian Motion - Discussion by Hailiang Yang

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