Alternative decision models for liability-driven investment
Katharina Schwaiger; Cormac Lucas; Gautam Mitra
| Year of publication: |
2010
|
|---|---|
| Authors: | Schwaiger, Katharina ; Lucas, Cormac ; Mitra, Gautam |
| Published in: |
The journal of asset management. - Basingstoke : Palgrave Macmillan, ISSN 1470-8272, ZDB-ID 2209717-X. - Vol. 11.2010/11, 2/3, p. 178-193
|
| Subject: | Pensionskasse | Pension fund | Portfolio-Management | Portfolio selection | Mathematische Optimierung | Mathematical programming | Stochastischer Prozess | Stochastic process | Anleihe | Bond | Großbritannien | United Kingdom |
| Extent: | graph. Darst. |
|---|---|
| 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/10008663607