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
URL
Subject(s)
Division(s)
Eprints ID
239184