Asset-liability management models in decision making
Year of publication: |
2013
|
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Authors: | Bajram, Narela ; Can, Mehmet |
Published in: |
Journal of business and finance. - Islamabad : eSci Journals Publishing, ISSN 2305-1825, ZDB-ID 2728133-4. - Vol. 1.2013, 1, p. 11-16
|
Subject: | Asset-liability management model (ALM) | linear and nonlinear utility function | portfolio optimization and multi period asset allocation | Mathematische Optimierung | Mathematical programming | Theorie | Theory | Portfolio-Management | Portfolio selection | Experiment | Nutzenfunktion | Utility function | Entscheidung | Decision |
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