Stochastic programming models for asset liability management
Year of publication: |
2006
|
---|---|
Authors: | Kouwenberg, Roy ; Zenios, Stauros Andrea |
Published in: |
Theory and methodology. - Amsterdam [u.a.] : Elsevier, ISBN 0-444-50875-9. - 2006, p. 253-303
|
Subject: | Theorie | Theory | Stochastischer Prozess | Stochastic process | Mathematische Optimierung | Mathematical programming | Portfolio-Management | Portfolio selection |
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