Optimal management of DC pension fund under the relative performance ratio and VaR constraint.

Guohui Guan Zongxia Liang Yi Xia

Published in: Eur. J. Oper. Res. (2023)

Keyphrases

management system
data management
optimal solution
information management
optimal control
constraint networks
databases
information systems
decision making
worst case
knowledge management
decision support
standard deviation
network management
linear constraints
portfolio selection