Optimal Investment with Multiple Risky Assets for an Insurer in an Incomplete Market

Table 2

Stocks in an incomplete market.

Industry	Company	Code
Aerospace and defense	Honeywell Intl.	HON
Automanufactures	Toyota Motor Corp. ADR	TM
Biotechnology and drug manufacturers	Johnson & Johnson	JNJ
Chemicals	EI DuPont de Nemours & Co.	DD
Communication equipment	Qualcomm	QCOM
Computer software	Microsoft	MSFT
Diversified computer systems	Hewlett-Packard Co.	HPQ
Major integrated oil & gas	BP Plc.	BP
Semiconductor-broad line	Intel Corp.	INTC
Utilities (gas & electric)	Duke Energy Corporation	DUK