The Optimal Investment and Re-Guarantee Purchase of China’s Financing Guarantee Institutions Considering Risk Preference
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DOI: 10.1109/access.2022.3195504
Abstract: Financing guarantee institutions achieve capital preservation and appreciation through investment, and diversify business risks by purchasing re-guarantee. In order to study the optimal investment and re-guarantee purchase strategies of financing guarantee institutions, the geometric Brownian… read more here.
Keywords: optimal investment; guarantee; investment guarantee; guarantee purchase ... See more keywords