Optimal asset allocation subject to withdrawal risk and solvency constraints
Year of publication: |
2022
|
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Authors: | Cousin, Areski ; Jiao, Ying ; Robert, Christian Yann ; Zerbib, Olivier David |
Published in: |
Risks : open access journal. - Basel : MDPI, ISSN 2227-9091, ZDB-ID 2704357-5. - Vol. 10.2022, 1, Art.-No. 15, p. 1-28
|
Subject: | asset allocation | asset-liability management | withdrawal risk | liquidity risk | utility maximization | Theorie | Theory | Portfolio-Management | Portfolio selection | Risiko | Risk |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.3390/risks10010015 [DOI] hdl:10419/258326 [Handle] |
Source: | ECONIS - Online Catalogue of the ZBW |
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