A portfolio choice problem under risk capacity constraint (Q2675243)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A portfolio choice problem under risk capacity constraint |
scientific article |
Statements
A portfolio choice problem under risk capacity constraint (English)
0 references
21 September 2022
0 references
risk capacity
0 references
retirement portfolio
0 references
longevity risk
0 references
leverage constraint
0 references
0 references