Chance-constrained optimization for pension fund portfolios in the presence of default risk (Q1752186)
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scientific article; zbMATH DE number 6872201
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Chance-constrained optimization for pension fund portfolios in the presence of default risk |
scientific article; zbMATH DE number 6872201 |
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Chance-constrained optimization for pension fund portfolios in the presence of default risk (English)
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24 May 2018
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pension fund
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portfolio optimization
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optimal control
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gradient-based optimization
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