Showing results 1 to 5 of 5
Title | Author(s) | Issue Date | Views | |
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A closed-form solution to a dynamic portfolio optimization problem Journal:Dynamics of Continuous, Discrete and Impulsive Systems Series B: Applications and Algorithms | 2005 | 156 | ||
Multiperiod optimal investment consumption strategies with mortality risk and environment uncertainty Journal:North American Actuarial Journal | 2008 | 48 | ||
Optimal constant-rebalanced portfolio investment strategies for dynamic portfolio selection Journal:International Journal of Theoretical and Applied Finance | 2006 | 184 | ||
Pricing annuity guarantees under a regime-switching model Journal:North American Actuarial Journal | 2009 | 132 | ||
2005 | 95 |