Individual optimal pension allocation under stochastic dominance constraints
Miloš Kopa, Vittorio Moriggia, Sebastiano Vitali
| Year of publication: |
January 2018
|
|---|---|
| Authors: | Kopa, Miloš ; Moriggia, Vittorio ; Vitali, Sebastiano |
| Published in: |
Advances of OR in commodities and financial modeling. - New York, NY, USA : Springer. - 2018, p. 255-291
|
| Subject: | Theorie | Theory | Portfolio-Management | Portfolio selection | Stochastischer Prozess | Stochastic process |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Other identifiers: | 10.1007/s10479-016-2387-x [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011871403