Individual optimal pension allocation under stochastic dominance constraints (Q1703557)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Individual optimal pension allocation under stochastic dominance constraints |
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Individual optimal pension allocation under stochastic dominance constraints (English)
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2 March 2018
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individual pension problem
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multistage stochastic programming
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stochastic dominance constraints
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average Value at Risk deviation
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