Optimal portfolio selection for general provisioning and terminal wealth problems
Year of publication: |
2010
|
---|---|
Authors: | Van Weert, Koen ; Dhaene, Jan ; Goovaerts, Marc J. |
Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 47.2010, 1, p. 90-97
|
Subject: | provisioning problem | terminal wealth constraint | Portfolio-Management | Portfolio selection | Theorie | Theory |
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