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Delivering left-skewed portfolio payoff distributions in the presence of transaction costs
Krawczyk, Jacek B., (2015)
Risk, return and portfolio allocation under alternative pension arrangements with imperfect financial markets
Miles, David, (2001)
Risk return and portfolio allocation under alternative pension systems with imperfect financial markets
Optimization of probability of survival of insurance company investment with power utility function
Ihedioha, Silas A., (2014)
Optimal investment strategy for defined contribution pension scheme under the Heston volatility model
Okonkwo, Chidi U., (2018)
The portfolios of an insurer and a reinsurer under exponential utility function, constant rate of returns and proportional reinsurance
Ihedioha, Silas A., (2016)