Portfolio optimization with wealth-dependent risk constraints (Q5073019)
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scientific article; zbMATH DE number 7518396
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Portfolio optimization with wealth-dependent risk constraints |
scientific article; zbMATH DE number 7518396 |
Statements
Portfolio optimization with wealth-dependent risk constraints (English)
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5 May 2022
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asset liability management
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convex duality theory for portfolio constraints
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regulatory constraints
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Solvency II
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0.9256154
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0.9166792
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0.91556513
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0.9148769
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0.91450137
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0.9119491
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