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On optimal investiment strategies

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  • Hans Gerber
  • Elias Shiu

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  • Hans Gerber & Elias Shiu, 1997. "On optimal investiment strategies," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 20(2), pages 133-151, September.
    • Handle: RePEc:spr:decfin:v:20:y:1997:i:2:p:133-151
    DOI: 10.1007/BF02728997
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    References listed on IDEAS

    as
    1. Baxter,Martin & Rennie,Andrew, 1996. "Financial Calculus," Cambridge Books, Cambridge University Press, number 9780521552899.
    2. Deprez, Olivier & Gerber, Hans U., 1985. "On convex principles of premium calculation," Insurance: Mathematics and Economics, Elsevier, vol. 4(3), pages 179-189, July.
    3. Boyle, Phelim P. & Yang, Hailiang, 1997. "Asset allocation with time variation in expected returns," Insurance: Mathematics and Economics, Elsevier, vol. 21(3), pages 201-218, December.
    Full references (including those not matched with items on IDEAS)

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