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"Optimal investment with S-shaped utility and trading and Value at Risk ..."

Yinghui Dong, Harry Zheng (2020)

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DOI: 10.1016/J.EJOR.2019.08.034

access: closed

type: Journal Article

metadata version: 2020-02-21

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Yinghui Dong, Harry Zheng:
Optimal investment with S-shaped utility and trading and Value at Risk constraints: An application to defined contribution pension plan. Eur. J. Oper. Res. 281(2): 341-356 (2020)

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