Title of article
Intertemporal surplus management
Author/Authors
Markus Rudolf، نويسنده , , William T. Ziemba، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2004
Pages
16
From page
975
To page
990
Keywords
Funding ratio , Beta , Hedge portfolio , HARA utility function , Intertemporal capital assetpricing model , Itˆo process , J -function , Log utility function , Safety Arst , Shortfall risk , Surplus management , Statevariable , ASSET , Liabilities
Journal title
Journal of Economic Dynamics and Control
Serial Year
2004
Journal title
Journal of Economic Dynamics and Control
Record number
238651
Link To Document