A portfolio choice problem under risk capacity constraint (Q2675243)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | A portfolio choice problem under risk capacity constraint |
scientific article |
Statements
A portfolio choice problem under risk capacity constraint (English)
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21 September 2022
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risk capacity
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retirement portfolio
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longevity risk
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leverage constraint
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0.7684202790260315
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0.7603661417961121
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0.7592084407806396
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0.7590014934539795
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0.7587757706642151
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