Pages that link to "Item:Q5217902"
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The following pages link to Optimal asset allocation for participating contracts under the VaR and PI constraint (Q5217902):
Displaying 3 items.
- Portfolio optimization with wealth-dependent risk constraints (Q5073019) (← links)
- Portfolio performance under benchmarking relative loss and portfolio insurance: From omega ratio to loss aversion (Q6105767) (← links)
- Optimal investment of DC pension plan under incentive schemes and loss aversion (Q6534689) (← links)
