Portfolio Optimization Under Solvency II: Implicit Constraints Imposed by the Market Risk Standard Formula
Type
presentation
Date Issued
2013-10-17
Author(s)
Language
English
HSG Classification
contribution to scientific community
Refereed
No
Event Title
5th Workshop on Risk Management and Insurance (RISK)
Event Location
San Agustín, Spain
Subject(s)
Division(s)
Eprints ID
239184