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Search: subject:"General utility function"
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Mathematical methods of operations research : ZOR
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The North American journal of economics and finance : a journal of financial economics studies
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An analytical solution for the robust investment-reinsurance strategy with general utilities
He, Yong
;
Zhou, Xia
;
Chen, Peimin
;
Wang, Xiaoyang
- In:
The North American journal of economics and finance : a …
63
(
2022
),
pp. 1-15
Persistent link: https://ebvufind01.dmz1.zbw.eu/10014225734
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Portfolio selection with drawdown constraint on consumption : a generalization model
Jeon, Junkee
;
Park, Kyunghyun
- In:
Mathematical methods of operations research : ZOR
93
(
2021
)
2
,
pp. 243-289
Persistent link: https://ebvufind01.dmz1.zbw.eu/10012548529
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