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Document Details : Title: A Note on a Recent Paper by Zaks, Frostig and Levikson Author(s): SCHMIDT, Klaus D. Journal: ASTIN Bulletin Volume: 37 Issue: 2 Date: 2007 Pages: 319-321 DOI: 10.2143/AST.37.2.2024069 Abstract : In the present paper we give a short proof of a result of Zaks, Frostig and Levikson [2006] on the solution of an optimization problem which is related to the problem of optimal pricing of a heterogeneous portfolio. |