Risk management with multiple VaR constraints (Q1616838)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Risk management with multiple VaR constraints |
scientific article |
Statements
Risk management with multiple VaR constraints (English)
0 references
7 November 2018
0 references
value at risk
0 references
optimal portfolio
0 references
multiple risk constraints
0 references
risk management
0 references
Solvency II regulation
0 references
0 references
0 references
