1995
Optimal Investment Policies for a Firm With a Random Risk Process: Exponential Utility and Minimizing the Probability of Ruin
Mathematics of Operations ResearchTop-listed
625
cites
Faculty
Sid Browne is a scholar at Columbia University. Research spans Financial Markets and Investment Strategies, Stochastic processes and financial applications. 46 works, 2.6k citations (h-index 19).
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Affiliation on publications · Columbia University
Mathematics of Operations ResearchTop-listed
Sid Browne, Uri Yechiali
Operations ResearchTop-listed
Finance and StochasticsTop-listed