Alternative decision models for liability-driven investment
Year of publication: |
2010
|
---|---|
Authors: | Schwaiger, Katharina ; Lucas, Cormac ; Mitra, Gautam |
Published in: |
The journal of asset management. - Basingstoke : Palgrave Macmillan, ISSN 1470-8272, ZDB-ID 2209717-X. - Vol. 11.2010/11, 2/3, p. 178-193
|
Subject: | Pensionskasse | Pension fund | Portfolio-Management | Portfolio selection | Mathematische Optimierung | Mathematical programming | Stochastischer Prozess | Stochastic process | Anleihe | Bond | Großbritannien | United Kingdom |
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