Portfolio optimization under solvency constraints : a dynamical approach
Sujith Asanga, Alexandru Asimit, Alexandru Badescu and Steven Haberman
| Year of publication: |
2014
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|---|---|
| Authors: | Asanga, Sujith ; Asimit, Alexandru ; Badescu, Alexandru ; Haberman, Steven |
| Published in: |
North American actuarial journal. - Philadelphia, Pa. : Taylor & Francis, ISSN 1092-0277, ZDB-ID 1380138-7. - Vol. 18.2014, 3, p. 394-416
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| Subject: | Portfolio-Management | Portfolio selection | Theorie | Theory | Mathematische Optimierung | Mathematical programming |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011338993