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 08:16, 11 December 2024
scientific article
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English | 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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