Optimal dividends under a drawdown constraint and a curious square-root rule

Details

Ressource 1Request a copy Under indefinite embargo.
UNIL restricted access
State: Public
Version: author
License: Not specified
Serval ID
serval:BIB_A1522D3AB65F
Type
Article: article from journal or magazin.
Collection
Publications
Institution
UNIL/CHUV
Title
Optimal dividends under a drawdown constraint and a curious square-root rule
Journal
Finance and Stochastics
Author(s)
Albrecher H., Azcue P., Muler N.
ISSN
0949-2984 (print)
1432-1122 (electronic)
Publication state
Published
Issued date
2023
Peer-reviewed
Oui
Volume
27
Number
2
Pages
341-400
Language
english
OAI-PMH
oai:serval.unil.ch:BIB_A1522D3AB65F
Create date
19/01/2023 11:02
Last modification date
18/04/2023 6:54
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