Pages that link to "Item:Q5379126"
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The following pages link to Portfolio Optimization under Solvency Constraints: A Dynamical Approach (Q5379126):
Displaying 10 items.
- Bivariate regular variation among randomly weighted sums in general insurance (Q2323677) (← links)
- A multistage stochastic programming asset-liability management model: an application to the Brazilian pension fund industry (Q2402577) (← links)
- An optimization model for a portfolio of financial derived instruments with pledge limitations (Q2568177) (← links)
- Solving portfolio optimization problems with structured products (Q2878250) (← links)
- (Q3133725) (← links)
- (Q3371139) (← links)
- A Reference Point Approach to Bi-Objective Dynamic Portfolio Optimization (Q4931919) (← links)
- Dynamic Optimization of Investment Portfolio under Liquidity with Taylor Extension of Value function (Q5052838) (← links)
- Passive portfolio management over a finite horizon with a target liquidation value under transaction costs and solvency constraints (Q5382701) (← links)
- Minimum capital requirement and portfolio allocation for non-life insurance: a semiparametric model with conditional value-at-risk (CVaR) constraint (Q6088771) (← links)