Asset liability management for pension funds: elements of Dert's model
Roy Kouwenberg
| Year of publication: |
1997
|
|---|---|
| Authors: | Kouwenberg, Roy |
| Other Persons: | Dert, Cees (contributor) |
| Published in: |
New operational approaches for financial modelling. - Heidelberg [u.a.] : Physica-Verl., ISBN 3-7908-1043-6. - 1997, p. 37-48
|
| Subject: | Pensionskasse | Pension fund | Bilanzstrukturmanagement | Asset-liability management | Mathematische Optimierung | Mathematical programming | 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/10001299235