A theoretical assessment on optimal asset allocations in insurance industry
Bilel Jarraya; Abdelfettah Bouri
| Year of publication: |
2013
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|---|---|
| Authors: | Jarraya, Bilel ; Bouri, Abdelfettah |
| Published in: |
International journal of finance & banking studies : JJFBS. - Istanbul : [Verlag nicht ermittelbar], ISSN 2147-4486, ZDB-ID 2724514-7. - Vol. 2.2013, 4, p. 30-44
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| Subject: | Portfolio investment | Optimal asset allocation | Solvency | Expected return | Expected utility | Assets modeling | Risky assets | Risk free asset | Insurance companies | Portfolio-Management | Portfolio selection | Versicherung | Insurance | Theorie | Theory | Kapitalanlage | Financial investment | Kapitaleinkommen | Capital income | CAPM | Risiko | Risk | Erwartungsnutzen | Portfolio-Investition | Foreign portfolio investment | Betriebliche Liquidität | Corporate liquidity | Risikomaß | Risk measure | Risikoprämie | Risk premium |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | Systemvoraussetzungen: Acrobat Reader |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010532785