SAFETY-FIRST PORTFOLIO OPTIMIZATION MODEL: SIMULATING THE ASSET PORTFOLIO OF CHINESE INSURANCE FUNDS WITH DIRECT INVESTMENT IN STOCK MARKET

Authors

  • Ziyou Yu Lingnan University
  • Yanhua Xian Shanghai Academy of Social Science

Abstract

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Published

30-06-2006

Issue

Vol. 11 No. 1 (2006): The Journal of Risk Management and Insurance

Section

Research Articles

License

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