- Titel:
Quadratic Unconstrained Binary Optimization Approach for Incorporating Solvency Capital into Portfolio Optimization
- Dokumenttyp:
- Zeitschriftenaufsatz
- Autor(en):
- Turkalj, Ivica ; Assadsolimani, Mohammad ; Braun, Markus ; Halffmann, Pascal ; Hegemann, Niklas ; Kerstan, Sven ; Maciejewski, Janik ; Sharma, Shivam ; Zhou, Yuanheng
- Stichworte:
- Article ; solvency II ; quadratic unconstrained binary optimization ; portfolio optimization ; proxy modeling
- Zeitschriftentitel:
- Risks
- Jahr:
- 2024
- Band / Volume:
- 12
- Heft / Issue:
- 2
- Volltext / DOI:
- doi:10.3390/risks12020023
- Verlag / Institution:
- MDPI
- E-ISSN:
- 2227-9091
- Publikationsdatum:
- 29.01.2024
- CC-Lizenz:
- by, https://creativecommons.org/licenses/by/4.0
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