Chance-constrained optimization for pension fund portfolios in the presence of default risk

From MaRDI portal
Publication:1752186

DOI10.1016/j.ejor.2016.06.019zbMath1395.91423OpenAlexW2438521089MaRDI QIDQ1752186

Yufei Sun, Kok Lay Teo, Grace Aw, R. C. Loxton

Publication date: 24 May 2018

Published in: European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.ejor.2016.06.019




Related Items



Cites Work