Chance-constrained optimization for pension fund portfolios in the presence of default risk (Q1752186): Difference between revisions

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Latest revision as of 17:11, 15 July 2024

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Chance-constrained optimization for pension fund portfolios in the presence of default risk
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    Chance-constrained optimization for pension fund portfolios in the presence of default risk (English)
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    24 May 2018
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    pension fund
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    portfolio optimization
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    optimal control
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    gradient-based optimization
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