Solving ALM problems via sequential stochastic programming
Florian Herzog, Gabriel Dondi, Simon Keel, Lorenz M. Schumann and Hans P. Geering
| Year of publication: |
2009
|
|---|---|
| Authors: | Herzog, Florian ; Dondi, Gabriel ; Keel, Simon ; Schumann, Lorenz M. ; Geering, Hans Peter |
| Published in: |
Quantitative fund management. - Boca Raton, Fla. [u.a.] : CRC Press, ISBN 978-1-4200-8191-6. - 2009, p. 197-221
|
| Subject: | Investmentfonds | Investment Fund | Portfolio-Management | Portfolio selection | Bilanzstrukturmanagement | Asset-liability management | Mathematische Optimierung | Mathematical programming | Schweiz | Switzerland |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003796953