Showing results 1 to 3 of 3
| Title | Author(s) | Issue Date | |
|---|---|---|---|
Asset allocation with time variation in expected returns Journal:Insurance: Mathematics and Economics | 1997 | ||
Optimal consumption and asset allocation under CEV model Proceeding/Conference:Quantitative Methods in Finance | 1997 | ||
Risk and probability measures Journal:Risk | 2002 |