Optimal Multiperiod Asset Allocation: Matching Assets to Liabilities in a Discrete Model
| Year of publication: |
2010
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| Authors: | Huang, Hong-Chih |
| Published in: |
The journal of risk and insurance : the journal of the American Risk and Insurance Association. - Malden, Mass. [u.a] : Blackwell, ISSN 0022-4367, ZDB-ID 4106738. - Vol. 77.2010, 2, p. 451-473
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