Cashflow-driven investment beyond expectations
type: Item
instance of: scholarly article
title: Cashflow-driven investment beyond expectations
DOI: 10.1080/03461238.2024.2377962
author: Sergio Alvares Maffra
author: Teemu Pennanen
published in: Scandinavian Actuarial Journal
publication date: 2025-01-03T00:00:00Z
Mathematics Subject Classification ID: 91B30
zbMATH DE Number: 7961711
MaRDI profile type: Publication
cites work: Stochastic modelling of mortality and financial markets
cites work: Coherent measures of risk
cites work: AN OLD‐NEW CONCEPT OF CONVEX RISK MEASURES: THE OPTIMIZED CERTAINTY EQUIVALENT
cites work: An Algorithm for Portfolio Optimization with Transaction Costs
cites work: CVXPY: a Python-embedded modeling language for convex optimization
cites work: Stochastic finance. An introduction in discrete time.
cites work: The Innovest Austrian Pension Fund Financial Planning Model InnoALM
cites work: Optimal investment and contingent claim valuation in illiquid markets
cites work: Q4050397
cites work: LP Modeling for Asset-Liability Management: A Survey of Choices and Simplifications
cites work: Conditional value-at-risk: optimization approach
description: scientific article; zbMATH DE number 7961711