Multi-period Telser's safety-first portfolio selection problem in a defined contribution pension plan (Q6131029)
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scientific article; zbMATH DE number 7827361
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| English | Multi-period Telser's safety-first portfolio selection problem in a defined contribution pension plan |
scientific article; zbMATH DE number 7827361 |
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Multi-period Telser's safety-first portfolio selection problem in a defined contribution pension plan (English)
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3 April 2024
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defined contribution pension plan
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dynamic programming
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portfolio selection optimization
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risk control
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Telser's safety-first criterion
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0.8117037415504456
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0.7822149991989136
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0.7746180891990662
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