Multi-period Telser's safety-first portfolio selection problem in a defined contribution pension plan (Q6131029)
From MaRDI portal
scientific article; zbMATH DE number 7827361
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multi-period Telser's safety-first portfolio selection problem in a defined contribution pension plan |
scientific article; zbMATH DE number 7827361 |
Statements
Multi-period Telser's safety-first portfolio selection problem in a defined contribution pension plan (English)
0 references
3 April 2024
0 references
defined contribution pension plan
0 references
dynamic programming
0 references
portfolio selection optimization
0 references
risk control
0 references
Telser's safety-first criterion
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
