Optimal investment with S-shaped utility and trading and...

  • Main
  • 2019 / 8
  • Optimal investment with S-shaped utility and trading and...
European Journal of Operational Research 2019 / 8

Optimal investment with S-shaped utility and trading and Value at Risk constraints: An application to defined contribution pension plan

Dong, Yinghui, Zheng, Harry
How much do you like this book?
What’s the quality of the file?
Download the book for quality assessment
What’s the quality of the downloaded files?
Language:
english
Journal:
European Journal of Operational Research
DOI:
10.1016/j.ejor.2019.08.034
Date:
August, 2019
File:
PDF, 1.83 MB
english, 2019
Conversion to is in progress
Conversion to is failed