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- W2382126087 abstract "Based on the analysis of the applicability of Markowitz mean variance model in the study of life insurance investment, we improve the Markowitz model by optimizing the boundary condition of the model, maximizing the yield rate, minimizing the investement risk and minimizing the difference coefficient σ/μ . And then, we put forward a model for optimize life insurers investment portfolio. And than, we bring forward life insurers feasible portfolio decision making procedure by using Lagrange parameter method." @default.
- W2382126087 created "2016-06-24" @default.
- W2382126087 creator A5027887810 @default.
- W2382126087 date "2003-01-01" @default.
- W2382126087 modified "2023-09-23" @default.
- W2382126087 title "Application of Optimal Portfolio Selection Based on the Difference Coefficient σ/μ in Life Insurer's Investment" @default.
- W2382126087 hasPublicationYear "2003" @default.
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