Portfolio Optimization Strategy Based on Risk Diffusion Model in Emerging Industry Development
In this paper, we first sort out the formula of the premium principle and the algorithm of the diffusion model and then study the strategy problem about optimal investment consumption and insurance purchase when investors invest in new developing industries under the risk diffusion model. In real fi...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Sciendo
2024-01-01
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| Series: | Applied Mathematics and Nonlinear Sciences |
| Subjects: | |
| Online Access: | https://doi.org/10.2478/amns-2024-0110 |