Combining a matheuristic with simulation for risk management of stochastic assets and liabilities
Year of publication: |
2020
|
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Authors: | Bayliss, Christopher ; Serra, Marti ; Nieto, Armando ; Juan, Angel A. |
Published in: |
Risks : open access journal. - Basel : MDPI, ISSN 2227-9091, ZDB-ID 2704357-5. - Vol. 8.2020, 4/131, p. 1-14
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Subject: | assets and liabilities management | risk management | uncertainty | matheuristics | simulation | Risikomanagement | Risk management | Simulation | Portfolio-Management | Portfolio selection |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.3390/risks8040131 [DOI] hdl:10419/258084 [Handle] |
Source: | ECONIS - Online Catalogue of the ZBW |
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