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Zinchenko, Yuriy's
Scholarly Papers
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Total Downloads
59 |
Total
Citations
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Asimit, Vali Alexandru City University London - Faculty of Actuarial Science Badescu, Alex University of Calgary Siu, Tak-Kuen Macquarie University, Faculty of Business and Economics Zinchenko, Yuriy University of Calgary - Department of Mathematics and Statistics
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09 Apr 12
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Last Revised:
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19 Dec 12
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59
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Optimal investment, Portfolio efficient frontier, Risk Capital, Ruin probability constraint, Second order cone programming, Solvency II, Value at Risk
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