Stochastic programming and stable distributions in asset-liability management
Michael J. Grebeck; Svetlozar T. Rachev; Frank J. Fabozzi
| Year of publication: |
2009
|
|---|---|
| Authors: | Grebeck, Michael J. ; Račev, Svetlozar T. ; Fabozzi, Frank J. |
| Published in: |
Journal of risk. - London : Infopro Digital Risk, ISSN 1465-1211, ZDB-ID 1476260-2. - Vol. 12.2009/10, 2, p. 29-47
|
| Subject: | Bilanzstrukturmanagement | Asset-liability management | Pensionskasse | Pension fund | Stochastischer Prozess | Stochastic process | VAR-Modell | VAR model |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003924073