Quadratic Unconstrained Binary Optimization Approach for Incorporating Solvency Capital into Portfolio Optimization

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Title:: Quadratic Unconstrained Binary Optimization Approach for Incorporating Solvency Capital into Portfolio Optimization
Document type:: Zeitschriftenaufsatz
Author(s):: Turkalj, Ivica ; Assadsolimani, Mohammad ; Braun, Markus ; Halffmann, Pascal ; Hegemann, Niklas ; Kerstan, Sven ; Maciejewski, Janik ; Sharma, Shivam ; Zhou, Yuanheng
Keywords:: Article ; solvency II ; quadratic unconstrained binary optimization ; portfolio optimization ; proxy modeling
Journal title:: Risks
Year:: 2024
Journal volume:: 12
Journal issue:: 2
Fulltext / DOI:: doi:10.3390/risks12020023
Publisher:: MDPI
E-ISSN:: 2227-9091
Date of publication:: 29.01.2024
CC license:: by, https://creativecommons.org/licenses/by/4.0

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