A robust optimization approach to asset-liability management under time-varying investment opportunities
Nalan Gülpinar; Dessislava Pachamanova
| Year of publication: |
2013
|
|---|---|
| Authors: | Gülpınar, Nalân ; Pachamanova, Dessislava A. |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 37.2013, 6, p. 2031-2041
|
| Subject: | Robust optimization | Asset-liability management | Computational tractability | Mathematische Optimierung | Mathematical programming | Theorie | Theory | Bilanzstrukturmanagement | Robustes Verfahren | Robust statistics |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009742491