Asset liability management modelling using multistage mixed-integer stochastic programming
Sibrand J. Drijver, Willem K. Klein Haneveld and Maarten H. van der Vlerk
| Year of publication: |
2003
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|---|---|
| Authors: | Drijver, Sibrand J. ; Klein Haneveld, Willem K. ; Vlerk, Maarten H. van der |
| Published in: |
Asset and liability management tools. - London : Risk, ISBN 1-904339-06-9. - 2003, p. 309-324
|
| Subject: | Mathematische Optimierung | Mathematical programming | Theorie | Theory | Portfolio-Management | Portfolio selection | Stochastischer Prozess | Stochastic process |
| Type of publication: | Article |
|---|---|
| Language: | English |
| Notes: | Literaturangaben |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10002169404