Browne S.

S. Browne

Information about the author S. Browne will soon be added to the site.
Found 3 papers in total
Optimal investment policies for a firm with a random risk process: Exponential utility and minimizing the probability of ruin
Optimal investment policies for a firm with a random risk process: Exponential utility and minimizing the probability of ruin
1995
We consider a firm that is faced with an uncontrollable stochastic cash flow, or...
Survival and growth with a liability: Optimal portfolio strategies in continuous time
Survival and growth with a liability: Optimal portfolio strategies in continuous time
1997
We study the optimal behavior of an investor who is forced to withdraw funds...
Optimal growth in continuous-time with credit risk
Optimal growth in continuous-time with credit risk
1999
We consider asset allocation strategies for the case where an investor can allocate...
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