"Optimal Investment Policies for a Firm With a Random Risk Process: ..."

Sid Browne (1995)

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DOI: 10.1287/MOOR.20.4.937

access: closed

type: Journal Article

metadata version: 2017-05-28

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Sid Browne:
Optimal Investment Policies for a Firm With a Random Risk Process: Exponential Utility and Minimizing the Probability of Ruin. Math. Oper. Res. 20(4): 937-958 (1995)

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