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  4. Portfolio Optimization Under Solvency II: Implicit Constraints Imposed by the Market Risk Standard Formula
 
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Portfolio Optimization Under Solvency II: Implicit Constraints Imposed by the Market Risk Standard Formula

Type
presentation
Date Issued
2013-10-17
Author(s)
Schreiber, Florian  
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
https://www.alexandria.unisg.ch/handle/20.500.14171/88582
Subject(s)

business studies

Division(s)

I.VW - Institute of I...

Eprints ID
239184

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