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A hybrid simulation optimization scenario model for asset liability management
Boender, Guus - 1995
Persistent link: https://www.econbiz.de/10000912186
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A static scenario optimization model for asset liability management of defined benefit plans
Boender, Guus; Heemskerk, Fred - 1995
Persistent link: https://www.econbiz.de/10000912188
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Transaction costs and efficiency of portfolio strategies
Pelsser, Antoon André Jean; Vorst, Ton - 1994
Persistent link: https://www.econbiz.de/10000912212
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A stochastic programming model for asset liability management for pension funds
Kouwenberg, Roy - 1998
Persistent link: https://www.econbiz.de/10000988088
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Dynamic portfolio insurance : a stochastic programming approach
Kouwenberg, Roy - 1998
Persistent link: https://www.econbiz.de/10000988120
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Solvency insurance with optioned portfolios : an empirical investigation
Boender, Guus; Oldenkamp, Bart; Vos, Martijn - 1997
Persistent link: https://www.econbiz.de/10000969020
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Testing for mean-variance spanning with short sales constraints and transaction costs : the case of emerging markets
Roon, Frans de; Nijman, Theodore E.; Werker, Bas J. M. - 1997
Persistent link: https://www.econbiz.de/10000969024
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Optimal guaranteed return portfolios and the casino effect
Dert, Cees; Oldenkamp, Bart - 1997
Persistent link: https://www.econbiz.de/10000969031
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Optimal portfolios under a value at risk constraint
Vorst, Ton - 2000
Persistent link: https://www.econbiz.de/10001504654
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Upgrading value-at-risk from diagnostic metric to decision variable : a wise thing to do?
Grootveld, Henk; Hallerbach, Winfried G. - 2000
Persistent link: https://www.econbiz.de/10001504701