Portfolio Optimization Under Solvency II: Implicit Constraints Imposed by the Market Risk Standard Formula
Braun, Alexander, Schmeiser, Hato, Schreiber, FlorianLanguage:
english
Journal:
Journal of Risk and Insurance
DOI:
10.1111/jori.12077
Date:
May, 2015
File:
PDF, 3.05 MB
english, 2015