Chance-constrained Optimization for Pension Fund Portfolios in the Presence of Default Risk
Sun, Yufei, Aw, Grace, Loxton, Ryan, Teo, Kok LayМова:
english
Журнал:
European Journal of Operational Research
DOI:
10.1016/j.ejor.2016.06.019
Date:
June, 2016
Файл:
PDF, 1.41 MB
english, 2016