Asset liability management : a review and some new results in the presence of heavy tails
Yesim Tokat; Svetlozar T. Rachev; Eduardo S. Schwartz
| Year of publication: |
2003
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|---|---|
| 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
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| Subject: | Verbindlichkeiten | Corporate debt | Portfolio-Management | Portfolio selection | 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/10001882195