Optimal investment under VaR-regulation and minimum insurance (Q1742722)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal investment under VaR-regulation and minimum insurance |
scientific article |
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Optimal investment under VaR-regulation and minimum insurance (English)
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12 April 2018
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value at risk
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optimal portfolio
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portfolio insurance
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risk management
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solvency II regulation
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