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Dynamic optimization for multi-goals wealth management
Das, Sanjiv R.; Ostrov, Daniel; Radhakrishnan, Anand; … - In: Journal of banking & finance 140 (2022), pp. 1-24
Persistent link: https://www.econbiz.de/10013463132
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Optimal consumption and investment strategies with stochastic interest rates
Munk, Claus; Sørensen, Carsten - In: Journal of banking & finance 28 (2004) 8, pp. 1987-2013
Persistent link: https://www.econbiz.de/10002118373
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An analysis of the true notional bond system applied to the CBOT T-bond futures
Ben-Abdallah, Ramzi; Ben-Ameur, Hatem; Breton, Michèle - In: Journal of banking & finance 33 (2009) 3, pp. 534-545
Persistent link: https://www.econbiz.de/10003807700
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Optimal life insurance purchase and consumption/investment under uncertain lifetime
Pliska, Stanley R.; Ye, Jinchun - In: Journal of banking & finance 31 (2007) 5, pp. 1307-1319
Persistent link: https://www.econbiz.de/10003461160
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The LIX : a model-independent liquidity index
Guillaume, Florence - In: Journal of banking & finance 58 (2015), pp. 214-231
Persistent link: https://www.econbiz.de/10011543981
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Dynamic portfolio optimization with ambiguity aversion
Zhang, Jinqing; Jin, Zeyu; An, Yunbi - In: Journal of banking & finance 79 (2017), pp. 95-109
Persistent link: https://www.econbiz.de/10011815139
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Using linear and goal programming to immunize bond portfolios
Alexander, Gordon J.; Resnick, Bruce G. - In: Journal of banking & finance 9 (1985) 1, pp. 35-54
Persistent link: https://www.econbiz.de/10001824052
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Asset-liability management under time-varying investment opportunities
Ferstl, Robert; Weissensteiner, Alex - In: Journal of banking & finance 35 (2011) 1, pp. 182-192
Persistent link: https://www.econbiz.de/10009244427
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Nonlinear portfolio selection using approximate parametric Value-at-RiskOriginal
Cui, Xueting; Zhu, Shushang; Sun, Xiaoling; Li, Duan - In: Journal of banking & finance 37 (2013) 6, pp. 2124-2139
Persistent link: https://www.econbiz.de/10009742471
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A robust optimization approach to asset-liability management under time-varying investment opportunities
Gülpınar, Nalân; Pachamanova, Dessislava A. - In: Journal of banking & finance 37 (2013) 6, pp. 2031-2041
Persistent link: https://www.econbiz.de/10009742491