Author/Authors :
Markus Rudolf، نويسنده , , William T. Ziemba، نويسنده ,
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
