Optimal Investment Policies for a Firm with a Random Risk Process: Exponential Utility and Minimizing the Probability of Ruin.
| Year of publication: |
1995
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|---|---|
| Authors: | Browne, S. |
| Institutions: | Graduate School of Business, Columbia University |
| Subject: | INVESTMENTS | RISK | INSURANCE | FINANCIAL MARKET |
| Series: | |
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| Type of publication: | Book / Working Paper |
| Notes: | 26 pages |
| Classification: | D50 - General Equilibrium and Disequilibrium. General ; D52 - Incomplete Markets ; G10 - General Financial Markets. General ; G11 - Portfolio Choice ; G30 - Corporate Finance and Governance. General |
| Source: |
Persistent link: https://www.econbiz.de/10005776708