Viabilist and Tychastic Approaches to Guaranteed ALM Problem

This study reconsiders the problem of hedging a liability by a portfolio made of a riskless asset and an underlying (underlying).

Year of publication:	2011-01
Authors:	Aubin, Jean-Pierre ; Chen, Luxi ; Dordan, Olivier ; Saint-Pierre, Patrick
Institutions:	Université Paris-Dauphine (Paris IX)
Subject:	Asset and Liability Management \| Viability theory

Extent:	application/pdf
Series:	Economics Papers from University Paris Dauphine.
Type of publication:	Book / Working Paper
Classification:	G11 - Portfolio Choice ; G24 - Investment Banking; Venture Capital; Brokerage
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10010707533