On loss-avoiding payoff distribution in a dynamic portfolio management problem
Year of publication: |
2008
|
---|---|
Authors: | Thampi, K.K. ; Jacob, M.J. |
Published in: |
Journal of Risk Finance. - Emerald Group Publishing. - Vol. 9.2008, March, 2, p. 151-172
|
Publisher: |
Emerald Group Publishing |
Subject: | Loss prevention | Numerical analysis | Optimization techniques | Pension funds | Portfolio investment |
-
Target variation in a loss avoiding pension fund problem
Foster, Jarred, (2011)
-
Anagnostopoulos, K.P., (2010)
-
A simple parallel algorithm for large-scale portfolio problems
Smimou, Kamal, (2010)
- More ...
-
On a class of renewal queueing and risk processes
Thampi, K.K., (2010)
-
On a class of renewal queueing and risk processes
Thampi, K.K., (2010)
-
Moments of the time of ruin in a renewal risk model with discounted penalty
Thampi, K.K., (2008)
- More ...