Cite
Portfolio optimization under solvency II: implicit constraints imposed by the market risk standard formula
MLA
Braun, Alexander, et al. “Portfolio Optimization under Solvency II: Implicit Constraints Imposed by the Market Risk Standard Formula.” Journal of Risk and Insurance, vol. 84, no. 1, Mar. 2017, p. 177. EBSCOhost, https://doi.org/10.1111/jori.12077.
APA
Braun, A., Schmeiser, H., & Schreiber, F. (2017, March 1). Portfolio optimization under solvency II: implicit constraints imposed by the market risk standard formula. Journal of Risk and Insurance, 84(1), 177. https://doi.org/10.1111/jori.12077
Chicago
Braun, Alexander, Hato Schmeiser, and Florian Schreiber. 2017. “Portfolio Optimization under Solvency II: Implicit Constraints Imposed by the Market Risk Standard Formula.” Journal of Risk and Insurance, March 1. doi:10.1111/jori.12077.