Optimal management of DC pension fund under the relative performance ratio and VaR constraint
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Publication:2098062
DOI10.1016/j.ejor.2022.06.012OpenAlexW3190006238MaRDI QIDQ2098062
Guohui Guan, Yi Xia, Zongxia Liang
Publication date: 17 November 2022
Published in: European Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2103.04352
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Cites Work
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