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~isPartOf:"IZA Discussion Paper"
~isPartOf:"Insurance / Mathematics & economics"
~person:"Badaoui, Mohamed"
~subject:"CAPM"
~subject:"Risk aversion"
~subject:"Wirtschaftswachstum"
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An optimal investment strategy with maximal risk aversion and its ruin probability in the presence of stochastic volatility on investments
Badaoui, Mohamed
;
Fernández, Begoña
- In:
Insurance / Mathematics & economics
53
(
2013
)
1
,
pp. 1-13
Persistent link: https://www.econbiz.de/10009785429
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