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Authors: Perera, Ryle S
Date: 2015
Language: eng
Resource Type: journal article
Identifier: http://hdl.handle.net/1959.14/1060591
Description: This paper analyzes an optimal investment and management strategy for a bank under constant relative risk aversion (CRRA) and hyperbolic absolute risk aversion (HARA) utility functions. We assume that ... More
Reviewed: Reviewed
Authors: Perera, Ryle S
Date: 2013
Language: eng
Resource Type: journal article
Identifier: http://hdl.handle.net/1959.14/267086
Description: In this paper, we study an optimal consumption-leisure, investment, insurance and retirement choice problem of an infinitely lived economic agent with constant elasticity of substitution (CES) prefere ... More
Reviewed: Reviewed
Date: 2010
Language: eng
Resource Type: journal article
Identifier: http://hdl.handle.net/1959.14/99253
Description: Background: Low plasma levels of high-density-lipoprotein cholesterol (HDL-C) and high triglyceride (TG) are strongly associated with cardiovascular disease (CVD). Clinical recognition of this high-ri ... More
Reviewed: Reviewed
Authors: Perera, Ryle S
Date: 2010
Language: eng
Resource Type: journal article
Identifier: http://hdl.handle.net/1959.14/104951
Description: Numerous researchers have applied the martingale approach for models driven by Lévy processes to study optimal investment problems. The aim of this paper is to apply the martingale approach to obtain ... More
Reviewed: Reviewed
Authors: Perera, Ryle S
Date: 2000
Language: eng
Resource Type: journal article
Identifier: http://hdl.handle.net/1959.14/205791
Description: This study examines the demand for index bonds and their role in hedging risky asset returns against currency risks in a complete market where equity is not hedged against inflation risk. Avellaneda's ... More
Reviewed: Reviewed
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