Asset-liability management under time-varying investment opportunities
Year of publication: |
2011
|
---|---|
Authors: | Ferstl, Robert ; Weissensteiner, Alex |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 35.2011, 1, p. 182-192
|
Subject: | Bilanzstrukturmanagement | Asset-liability management | Mathematische Optimierung | Mathematical programming | Theorie | Theory |
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