An optimal investment strategy with maximal risk aversion and its ruin probability
| Year of publication: |
2008
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|---|---|
| Authors: | Fernández, Begoña ; Hernández-Hernández, Daniel ; Meda, Ana ; Saavedra, Patricia |
| Published in: |
Mathematical methods of operations research. - Berlin : Springer, ISSN 1432-2994, ZDB-ID 13106958. - Vol. 68.2008, 1, p. 159-180
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