Optimal portfolios under ruin probability constraints

Unpublished, Working paper, 2007

Authors

Ralf Korn
Anke Wiese

BibTeX

 
@Unpublished{ Korn.Wiese07optimal, 
   title = { Optimal portfolios under ruin probability constraints }, 
   author = { Ralf Korn and Anke Wiese },               
   note = { Working paper },  
   year = 2007, 
}

This publication belongs to the project OekonoSys.

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r16 - 11 Jul 2007 - TheoHaerder