Individual optimal pension allocation under stochastic dominance constraints (Q1703557)
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scientific article; zbMATH DE number 6846273
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| default for all languages | No label defined |
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| English | Individual optimal pension allocation under stochastic dominance constraints |
scientific article; zbMATH DE number 6846273 |
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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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0.7739222645759583
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0.7446463108062744
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0.7376775145530701
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0.7354206442832947
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0.7349790930747986
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