Optimal portfolio and background risk: an exact and an approximated solution
| Year of publication: |
2002
|
|---|---|
| Authors: | Menoncin, Francesco |
| Published in: |
Insurance: Mathematics and Economics. - Elsevier, ISSN 0167-6687. - Vol. 31.2002, 2, p. 249-265
|
| Publisher: |
Elsevier |