PORTFOLIO APPROACH TO OPTIMIZING STRUCTURE OF CAPITAL CLAIMS AND ASSETS OF A STOCK INSURANCE COMPANY

被引：15

作者：

HAUGEN, RA ^{[1
]}

KRONCKE, CO ^{[1
]}

机构：

[1] UNIV WISCONSIN,MADISON,WI

来源：

JOURNAL OF RISK AND INSURANCE | 1970年 / 37卷 / 01期

关键词：

D O I：

10.2307/251517

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

引用

页码：41 / 48

页数：8

共 13 条

[1] RISK AND REQUIRED RETURN ON EQUITY [J].

ARDITTI, FD .

JOURNAL OF FINANCE, 1967, 22 (01) :19-36

[2] AN EXPECTED GAIN-CONFIDENCE LIMIT CRITERION FOR PORTFOLIO SELECTION [J].

BAUMOL, WJ .

MANAGEMENT SCIENCE, 1963, 10 (01) :174-182

[3] ANALYSIS OF IMPACT OF UNDERWRITING FUNCTION ON INVESTMENT IN COMMON STOCKS FOR MULTIPLE LINE INSURANCE COMPANIES [J].

DAINES, R .

JOURNAL OF RISK AND INSURANCE, 1968, 35 (03) :357-370

[4] RISK, RETURN AND EQUILIBRIUM - SOME CLARIFYING COMMENTS [J].

FAMA, EF .

JOURNAL OF FINANCE, 1968, 23 (01) :29-40

[5] RUIN PROBLEM IN MULTIPLE LINE INSURANCE A SIMPLIFIED MODEL [J].

HOFFLANDER, AE ;

DUVALL, RM .

JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS, 1967, 2 (02) :150-166

[6] LINEAR PROGRAMMING MODEL OF PROFITABILITY, CAPACITY AND REGULATION IN INSURANCE MANAGEMENT [J].

HOFFLANDER, AE ;

DRANDELL, M .

JOURNAL OF RISK AND INSURANCE, 1969, 36 (01) :41-54

[7] IMPACT OF NEW MULTIPLE LINE UNDERWRITING ON INVESTMENT PORTFOLIOS OF PROPERTY-LIABILITY INSURERS [J].

LAMBERT, EW ;

HOFFLANDER, AE .

JOURNAL OF RISK AND INSURANCE, 1966, 33 (02) :209-223

[8] THE VALUATION OF RISK ASSETS AND THE SELECTION OF RISKY INVESTMENTS IN STOCK PORTFOLIOS AND CAPITAL BUDGETS [J].

LINTNER, J .

REVIEW OF ECONOMICS AND STATISTICS, 1965, 47 (01) :13-37

[9] SECURITY PRICES, RISK, AND MAXIMAL GAINS FROM DIVERSIFICATION [J].

LINTNER, J .

JOURNAL OF FINANCE, 1965, 20 (04) :587-616

[10] PORTFOLIO SELECTION [J].

Markowitz, Harry .

JOURNAL OF FINANCE, 1952, 7 (01) :77-91

← 1 2 →