A robust optimization approach to asset-liability management under time-varying investment opportunities
| Year of publication: |
2013
|
|---|---|
| Authors: | Gülpinar, Nalan ; Pachamanova, Dessislava |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 7529053. - Vol. 37.2013, 6, p. 2031-2041
|