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~subject:"Portfolio selection"
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Portfolio selection
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Parra-Alvarez, Juan Carlos
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Christensen, Bent Jesper
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Irarrazabal, Alfonso A.
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Ma, Lin
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Serrano, Rafael
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ECONIS (ZBW)
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Optimal asset allocation for commodity sovereign wealth funds
Irarrazabal, Alfonso A.
;
Ma, Lin
;
Parra-Alvarez, Juan Carlos
- In:
Quantitative finance
23
(
2023
)
3
,
pp. 471-495
Persistent link: https://www.econbiz.de/10014232677
Saved in:
2
Optimal asset allocation for commodity sovereign wealth funds
Irarrazabal, Alfonso A.
;
Ma, Lin
;
Parra-Alvarez, Juan Carlos
-
2020
Persistent link: https://www.econbiz.de/10012318200
Saved in:
3
Optimal control of investment, premium and deductible for a non-life insurance company
Christensen, Bent Jesper
;
Parra-Alvarez, Juan Carlos
; …
-
2020
Persistent link: https://www.econbiz.de/10012318220
Saved in:
4
Optimal control of investment, premium and deductible for a non-life insurance company
Christensen, Bent Jesper
;
Parra-Alvarez, Juan Carlos
; …
- In:
Insurance / Mathematics & economics
101
(
2021
)
2
,
pp. 384-405
Persistent link: https://www.econbiz.de/10012793933
Saved in:
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