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~subject:"Portfolio selection"
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Portfolio selection
Theorie
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Theory
16
Mathematical programming
13
Mathematische Optimierung
13
Pension fund
3
Pensionskasse
3
Portfolio-Management
3
Stochastische Optimierung
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Dualitätstheorie
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Dynamic programming
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Gesetzliche Rentenversicherung
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Lineare Optimierung
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Probability theory
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Rentenreform
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Retirement provision
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Stochastic Programming
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Klein Haneveld, Willem K.
3
Vlerk, Maarten H. van der
3
Streutker, Matthijs H.
2
Drijver, S. J.
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Annals of operations research
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Computational Management Science : CMS
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ECONIS (ZBW)
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Collective adjustment of pension rights in ALM models
Klein Haneveld, Willem K.
;
Streutker, Matthijs H.
; …
- In:
Computational Management Science : CMS
8
(
2011
)
1/2
,
pp. 137-156
Persistent link: https://www.econbiz.de/10008992057
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2
An ALM model for pension funds using integrated chance constraints
Klein Haneveld, Willem K.
;
Streutker, Matthijs H.
; …
-
2010
Persistent link: https://www.econbiz.de/10003983913
Saved in:
3
Asset liability management modeling using multi-stage mixed-integer stochastic programming
Drijver, S. J.
;
Klein Haneveld, Willem K.
;
Vlerk, …
-
2000
Persistent link: https://www.econbiz.de/10001543445
Saved in:
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