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~accessRights:"restricted"
~isPartOf:"Mathematical methods of operations research"
~isPartOf:"NBER Working Paper"
~person:"Zhang, Caibin"
~subject:"Portfolio-Management"
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Mathematical methods of operations research
NBER Working Paper
The North American journal of economics and finance : a journal of financial economics studies
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Optimal mean-variance reinsurance and investment in a jump-diffusion financial market with common shock dependence
Liang, Zhibin
;
Bi, Junna
;
Yuen, Kam Chuen
;
Zhang, Caibin
- In:
Mathematical methods of operations research
84
(
2016
)
1
,
pp. 155-181
Persistent link: https://www.econbiz.de/10011673473
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