Asset liability management using stochastic programming
Mehndi Pribhai, Gautam Mitra and Triphonas Kyriakis
| Year of publication: |
2003
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|---|---|
| Authors: | Pribhai, Mehndi ; Mitra, Gautam ; Kyriakis, Triphonas |
| Published in: |
Asset and liability management tools. - London : Risk, ISBN 1-904339-06-9. - 2003, p. 295-308
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| Subject: | Stochastischer Prozess | Stochastic process | Theorie | Theory | Portfolio-Management | Portfolio selection | Mathematische Optimierung | Mathematical programming | Pensionskasse | Pension fund |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Language: | English |
| Notes: | Literaturangaben |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10002169392