MARKOWITZ'S MEAN-VARIANCE OPTIMIZATION WITH INVESTMENT AND CONSTRAINED REINSURANCE Journal Articles Refereed uri icon

Overview

Published in

  • Journal of Industrial and Management Optimization

Time

Date/time value

  • 2017

Identity

Digital Object Identifier (DOI)

  • 10.3934/jimo.2016022

Additional Document Info

Parent Title

  • JOURNAL OF INDUSTRIAL AND MANAGEMENT OPTIMIZATION

Volume

  • 13

Issue

  • 1

Publisher

  • American Institute of Mathematical Sciences