Optimal Investment Policies for a Firm with a Random Risk...

Optimal Investment Policies for a Firm with a Random Risk Process: Exponential Utility and Minimizing the Probability of Ruin

Sid Browne
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Volume:
20
Language:
english
Journal:
Mathematics of Operations Research
DOI:
10.2307/3690367
Date:
November, 1995
File:
PDF, 878 KB
english, 1995
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