Portfolio optimization under Solvency II.

Marcos Escobar Paul Kriebel Markus Wahl Rudi Zagst

Published in: Ann. Oper. Res. (2019)

Keyphrases

portfolio optimization
portfolio selection
portfolio management
problems involving
robust optimization
risk management
factor analysis
stock market
optimization methods
stock price
bi objective
stock exchange
genetic algorithm
evolutionary algorithm
optimization problems
utility function