二次效用下的投资组合选择

IF 2 Q2 BUSINESS, FINANCE

Geneva Papers on Risk and Insurance-Issues and Practice Pub Date : 2004-12-01 DOI:10.1023/B:GEPA.0000046566.50332.5B

Timothy Mathews

引用次数: 5

摘要

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Portfolio Selection with Quadratic Utility Revisited

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来源期刊

Geneva Papers on Risk and Insurance-Issues and Practice

CiteScore

3.90

自引率

12.50%

发文量

期刊介绍： Authoritative contributions on current insurance and risk practiceGlobal dissemination to both the corporate and academic marketsHighly topical contentFounded by The Geneva Association in 1973 this prestigious journal still leads its field publishing papers which both improve the scientific knowledge of the insurance industry and stimulate constructive dialogue between the industry and its economic and social partners. This is a key strategic role for insurance in the modern economy.Each issue of?The Geneva Papers on Risk and Insurance — Issues and Practice?is devoted to a relevant topic of contemporary interest. Major topics include: Bank Assurance Financial Services (regulation and management) New Perspectives in the Welfare State Developments in the Health Sector Technological Issues etc.Published quarterly this international journal is essential reading for academics and researchers in insurance and their colleagues in the insurance industry and other professionals who are searching for a deeper insight into the strategic options for their sector. It bridges the gap between these two groups highlighting converging zones of interest and helping them to find a common direction.Further information about past issues is available at?The Geneva Association?web site (https://www.genevaassociation.org/)