Portofolii Optime În Finanţe Şi Actuariat
نویسنده
چکیده
This paper starts with a paragraph which presents a classical portfolio selection model and the problems which must be solved by an investitor when he wants to make an investment decision. In the following we present some results for a standard risk sharing model of reinsurance markets. In the end we consider the case of marginal mixture exponential utility functions.
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تاریخ انتشار 2009