"An optimal investment strategy with maximal risk aversion and its ruin ..."

Begoña Fernández et al. (2008)

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DOI: 10.1007/S00186-007-0191-8

access: closed

type: Journal Article

metadata version: 2020-03-03

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  - https://dblp.org/rec/journals/mmor/FernandezHMS08
Begoña Fernández, Daniel Hernández-Hernández, Ana Meda, Patricia Saavedra:
An optimal investment strategy with maximal risk aversion and its ruin probability. Math. Methods Oper. Res. 68(1): 159-179 (2008)

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