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Optimization of an investor's portfolio under constant elasticity of variance model and power utility function
Ihedioha, Silas A. - In: Inventi impact: emerging economies (2016) 4, pp. 196-203
Persistent link: https://www.econbiz.de/10011588768
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Optimal investment problem of an insurer with consumption and dividends under proportional reinsurance and exponential utility preference : the implication of mode of taxation and...
Ihedioha, Silas A. - In: Inventi impact: microfinance & banking (2016) 4, pp. 195-204
Persistent link: https://www.econbiz.de/10011588905
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The effect of consumption on an investor's strategy under Ornstein-Uhlenbeck Model : the case of non-correlating Brownian motions
Ihedioha, Silas A. - In: Inventi impact: microfinance & banking (2017) 4, pp. 161-165
Persistent link: https://www.econbiz.de/10011814688
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Optimization of probability of survival of insurance company investment with power utility function
Ihedioha, Silas A.; Osu, Bright O. - In: Inventi impact: microfinance & banking (2014) 1, pp. 26-31
Persistent link: https://www.econbiz.de/10010344835
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Finite horizon lifecycle investment for pension funds with constant rate of return and transaction cost
Ihedioha, Silas A.; Osu, Bright O. - In: Inventi impact: microfinance & banking (2013) 3, pp. 125-131
Persistent link: https://www.econbiz.de/10010193187
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Optimal investment strategy for defined contribution pension scheme under the Heston volatility model
Okonkwo, Chidi U.; Osu, Bright O.; Ihedioha, Silas A.; … - In: Journal of mathematical finance 8 (2018) 4, pp. 613-622
Persistent link: https://www.econbiz.de/10012016220