Portfolio optimization with wealth-dependent risk constraints (Q5073019)
From MaRDI portal
scientific article; zbMATH DE number 7518396
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Portfolio optimization with wealth-dependent risk constraints |
scientific article; zbMATH DE number 7518396 |
Statements
Portfolio optimization with wealth-dependent risk constraints (English)
0 references
5 May 2022
0 references
asset liability management
0 references
convex duality theory for portfolio constraints
0 references
regulatory constraints
0 references
Solvency II
0 references
0 references
0 references
0 references
