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Optimal portfolios when stock prices follow an exponential L�vy process

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2009Finite-time ruin probability with an exponential Lévy process investment return and heavy-tailed claims51 cited

2006MARKOWITZ'S PORTFOLIO OPTIMIZATION IN AN INCOMPLETE MARKET37 cited

2017Uniform asymptotics for ruin probabilities in a dependent renewal risk model with stochastic return on investments34 cited

2004A geometric approach to portfolio optimization in models with transaction costs32 cited