Portfolio optimization under solvency II: a multi-objective approach incorporating market views and real-world constraints
Crossref DOI link: https://doi.org/10.1007/s10203-021-00320-3
Published Online: 2021-02-08
Published Print: 2021-06
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Di Francesco, Marco http://orcid.org/0000-0003-1564-440X
Text and Data Mining valid from 2021-02-08
Version of Record valid from 2021-02-08
Article History
Received: 23 April 2019
Accepted: 15 January 2021
First Online: 8 February 2021