A Geometric Approach to Multiperiod Mean Variance Optimization of Assets and Liabilities
Year of publication: 
20030226


Authors:  Vanini, Paolo ; Leippold, Markus ; Trojani, Fabio 
Institutions:  Institut für Schweizerisches Bankwesen <Zürich> ; National Centre of Competence in Research North South <Bern> 
Subject:  Bilanzstrukturmanagement  Geometrische Approximation 
Extent:  48 p. application/pdf 

Series:  Working Paper ; No. 53 (2003) 
Type of publication:  Book / Working Paper 
Language:  English 
Classification:  C60  Mathematical Methods and Programming. General ; C61  Optimization Techniques; Programming Models; Dynamic Analysis ; D92  Intertemporal Firm Choice and Growth, Investment, or Financing ; G11  Portfolio Choice ; G12  Asset Pricing ; G28  Government Policy and Regulation ; Corporate finance and investment policy. General ; Individual Working Papers, Preprints ; No country specification 
Source:  USB Cologne (business full texts) 

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