A stochastic optimization model for the investment of savings accoount deposits
Bruce Forrest, Karl Frauendorfer and Michael Schürle
| Year of publication: |
1998
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|---|---|
| Authors: | Forrest, Bruce |
| Other Persons: | Frauendorfer, Karl (contributor) ; Schürle, Michael (contributor) |
| Published in: |
Selected papers of the Symposium on Operations Research (SOR'97) : Jena, September 3 - 5, 1997. - Berlin [u.a.] : Springer, ISBN 3-540-64240-4. - 1998, p. 382-387
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| Subject: | Bilanzstrukturmanagement | Asset-liability management | Mathematische Optimierung | Mathematical programming | Stochastischer Prozess | Stochastic process | Theorie | Theory |
| Extent: | Graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001323308