Models and dynamic optimisation for the asset and liability management of pension funds
by Gabriel Arnon Dondi
| Year of publication: |
2005
|
|---|---|
| Authors: | Dondi, Gabriel Arnon |
| Subject: | Pensionskasse | Pension fund | Vermögensverwaltung | Asset management | Portfolio-Management | Portfolio selection | Anlageverhalten | Behavioural finance | Dynamische Optimierung | Dynamic programming | Schweiz | Switzerland |
| Description of contents: | Abstract [e-collection.ethbib.ethz.ch] |
| Extent: | XXIII, 165 Bl. Ill., graph. Darst. |
|---|---|
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Mikroform ; Hochschulschrift ; Thesis ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Thesis: | Zürich, Eidgen. Techn. Hochschule, Diss., 2005 |
| Notes: | Zsfassung in dt. Sprache |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003316206