Integrated risk control using stochastic programming ALM models for money management
N. C. P. Edirisinghe
| Year of publication: |
2007
|
|---|---|
| Authors: | Edirisinghe, N. C. P. |
| Published in: |
Applications and case studies. - Amsterdam [u.a.] : Elsevier, ISBN 0-444-50875-9. - 2007, p. 707-750
|
| Subject: | Stochastischer Prozess | Stochastic process | Portfolio-Management | Portfolio selection | Theorie | Theory | Risikomanagement | Risk management | Mathematische Optimierung | Mathematical programming |
| 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/10003523289