Optimal investment with S-shaped utility and trading and value at risk constraints: an application to defined contribution pension plan
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Publication:2333010
DOI10.1016/j.ejor.2019.08.034zbMath1431.91358OpenAlexW2970614095WikidataQ127311683 ScholiaQ127311683MaRDI QIDQ2333010
Publication date: 6 November 2019
Published in: European Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/10044/1/73625
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