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~institution:"Brookings Institution"
~institution:"Graduate School of Business, Columbia University"
~person:"Browne, S."
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Optimal Investment Policies for a Firm with a Random Risk Process: Exponential Utility and Minimizing the Probability of Ruin.
Browne, S.
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Graduate School of Business, Columbia University
-
1995
Persistent link: https://www.econbiz.de/10005776708
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2
Reaching Goals by a Deadline: Digital Options and Continuous-Time Active Portfolio Management.
Browne, S.
-
Graduate School of Business, Columbia University
-
1996
We study a variety of optimal investment problems for objectives related to aataining goals by a fixed terminal time.
Persistent link: https://www.econbiz.de/10005776744
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3
The Return on Investment from Proportional Portfolio Strategies.
Browne, S.
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Graduate School of Business, Columbia University
-
1995
Persistent link: https://www.econbiz.de/10005207586
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