Asset liability management : a review and some new results in the presence of heavy tails
Year of publication: |
2003
|
---|---|
Authors: | Tokat, Yesim ; Račev, Svetlozar T. ; Schwartz, Eduardo S. |
Published in: |
Handbook of heavy tailed distributions in finance. - Amsterdam : Elsevier, ISBN 0-444-50896-1. - 2003, p. 509-546
|
Subject: | Verbindlichkeiten | Corporate debt | Portfolio-Management | Portfolio selection | Stochastischer Prozess | Stochastic process | Theorie | Theory |
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