Stochastic programming models for strategic and tactical asset allocation : a study from Norwegian life insurance
Kjetil Høyland; Stein W. Wallace
| Year of publication: |
2007
|
|---|---|
| Authors: | Høyland, Kjetil ; Wallace, Stein W. |
| Published in: |
Applications and case studies. - Amsterdam [u.a.] : Elsevier, ISBN 0-444-50875-9. - 2007, p. 591-625
|
| Subject: | Mathematische Optimierung | Mathematical programming | Portfolio-Management | Portfolio selection | Norwegen | Norway | Lebensversicherung | Life insurance |
| 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/10003523278