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Paper provided by Columbia - Graduate School of Business in its series Papers with number 95-08.

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Length: 26 pages
Date of creation: 1995
Date of revision:
Handle: RePEc:fth:colubu:95-08

Contact details of provider:
Postal: U.S.A.; COLUMBIA UNIVERSITY, GRADUATE SCHOOL OF BUSINESS, PAINE WEBBER , New York, NY 10027 U.S.A
Phone: (212) 854-5553
Web page: http://www.columbia.edu/cu/business/
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Related research

Keywords: INVESTMENTS; RISK; INSURANCE; FINANCIAL MARKET;

Find related papers by JEL classification:
D50 - Microeconomics - - General Equilibrium and Disequilibrium - - - General
D52 - Microeconomics - - General Equilibrium and Disequilibrium - - - Incomplete Markets
G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
G30 - Financial Economics - - Corporate Finance and Governance - - - General

Cited by:
(explanations, Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.)

1. Maikol Diasparra & Rosario Romera, 2006. "Optimal Policies For Discrete Time Risk Processes With A Markov Chain Investment Model," Statistics and Econometrics Working Papers ws062408, Universidad Carlos III, Departamento de Estadística y Econometría. [Downloadable!]
2. Erhan Bayraktar & Virginia R. Young, 2007. "Minimizing the Probability of Lifetime Ruin under Borrowing Constraints," Quantitative Finance Papers math/0703850, arXiv.org. [Downloadable!]
3. Tim Opler & Lee Pinkowitz & Rene Stulz & Rohan Williamson, 1997. "The Determinants and Implications of Corporate Cash Holdings," NBER Working Papers 6234, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
   Other versions:
   • Opler, Tim & Pinkowitz, Lee & Stulz, Rene & Williamson, Rohan, 1999. "The determinants and implications of corporate cash holdings," Journal of Financial Economics, Elsevier, vol. 52(1), pages 3-46, April. [Downloadable!] (restricted)
4. Erhan Bayraktar & Virginia R. Young, 2007. "Proving the Regularity of the Minimal Probability of Ruin via a Game of Stopping and Control," Quantitative Finance Papers 0704.2244, arXiv.org, revised Jul 2009. [Downloadable!]
5. Erhan Bayraktar & Virginia R. Young, 2007. "Optimal Deferred Life Annuities to Minimize the Probability of Lifetime Ruin," Quantitative Finance Papers math/0703862, arXiv.org, revised Oct 2007. [Downloadable!]
6. Yiannis Kamarianakis & Anastasios Xepapadeas, 2006. "Stochastic impulse control with discounted and ergodic optimization criteria: A comparative study for the control of risky holdings," Working Papers 0709, University of Crete, Department of Economics. [Downloadable!]
7. Ralf Korn & Mogens Steffensen, . "Worst Case Portfolio Optimization and HJB-Systems," FRU Working Papers 2006/02, University of Copenhagen. Department of Economics. Finance Research Unit. [Downloadable!]
8. Jostein Paulsen, 2008. "Ruin models with investment income," Quantitative Finance Papers 0806.4125, arXiv.org, revised Dec 2008. [Downloadable!]
9. Erhan Bayraktar & Virginia Young, 2007. "Correspondence between lifetime minimum wealth and utility of consumption," Finance and Stochastics, Springer, vol. 11(2), pages 213-236, April. [Downloadable!] (restricted)

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This page was last updated on 2009-11-6.