A robust asset-liability management framework for investment products with guarantees
Nalan Gülpınar, Dessislava Pachamanova, Ethem Çanakoğlu
| Year of publication: |
October 2016
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| Authors: | Gülpınar, Nalân ; Pachamanova, Dessislava A. ; Çanakoğlu, Ethem |
| Published in: |
OR spectrum : quantitative approaches in management. - Berlin : Springer, ISSN 0171-6468, ZDB-ID 2073885-7. - Vol. 38.2016, 4, p. 1007-1041
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| Subject: | Uncertainty modeling | Investment contracts witgh guarantees | Asset-liability management | Robust optimization | Stochastic programming | Theorie | Theory | Bilanzstrukturmanagement | Mathematische Optimierung | Mathematical programming | Portfolio-Management | Portfolio selection | Stochastischer Prozess | Stochastic process | Robustes Verfahren | Robust statistics | Investition | Investment | Risikomanagement | Risk management |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s00291-016-0437-z [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011686059