Individual optimal pension allocation under stochastic dominance constraints
type: Item
instance of: scholarly article
title: Individual optimal pension allocation under stochastic dominance constraints
zbMATH Open document ID: 1381.90063
author: Miloš Kopa
author: V. Moriggia
author: Sebastiano Vitali
published in: Annals of Operations Research
publication date: 2018-03-02T00:00:00Z
Mathematics Subject Classification ID: 90C15
Mathematics Subject Classification ID: 90C29
Mathematics Subject Classification ID: 91B32
Mathematics Subject Classification ID: 91B30
Mathematics Subject Classification ID: 91G80
zbMATH DE Number: 6846273
zbMATH Keywords: individual pension problem
zbMATH Keywords: multistage stochastic programming
zbMATH Keywords: stochastic dominance constraints
zbMATH Keywords: average Value at Risk deviation
MaRDI profile type: Publication
full work available at URL: s10479-016-2387-x
OpenAlex ID: W2567592283
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DOI: 10.1007/S10479-016-2387-X
description: scientific article; zbMATH DE number 6846273