Optimal portfolio allocation under asset and surplus VaR constraints
نویسندگان
چکیده
منابع مشابه
a benchmarking approach to optimal asset allocation for insurers and pension funds
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ژورنال
عنوان ژورنال: Journal of Asset Management
سال: 2008
ISSN: 1470-8272,1479-179X
DOI: 10.1057/jam.2008.6