Marc J. Goovaerts

KU Leuven - Faculty of Business and Economics (FEB)

Naamsestraat 69

Leuven, B-3000

Belgium

  • KU Leuven - Faculty of Business and Economics (FEB)

SCHOLARLY PAPERS

3

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88

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0

CROSSREF CITATIONS

1

Scholarly Papers (3)

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1.

Optimal Portfolio Selection for General Provisioning and Terminal Wealth Problems

Number of pages: 21 Posted: 08 Dec 2009
Koen Van Weert, Jan Dhaene and Marc J. Goovaerts
Catholic University of Leuven (KUL). Faculty of Business and Economics, Katholieke Universiteit Leuven and KU Leuven - Faculty of Business and Economics (FEB)
Downloads 53 (687,173)
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2.

Comonotic Approximations for a Generalized Provisioning Problem with Application to Optimal Portfolio Selection

Number of pages: 20 Posted: 17 Jan 2010
Koen Van Weert, Jan Dhaene and Marc J. Goovaerts
Catholic University of Leuven (KUL). Faculty of Business and Economics, Katholieke Universiteit Leuven and KU Leuven - Faculty of Business and Economics (FEB)
Downloads 35 (809,214)

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3.

An Easy Computable Upper Bound for the Price of an Arithmetic Asian Option

Insurance: Mathematics and Economics, Vol. 26, No. 2-3, 2000
Posted: 16 May 2010
Marc J. Goovaerts, Steven Simon and Jan Dhaene
KU Leuven - Faculty of Business and Economics (FEB), affiliation not provided to SSRN and Katholieke Universiteit Leuven

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Asian options, stop loss order, comonotonicity