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isPartOf:"Bankszemle : a bankok és a pénzintézetek szakfolyóirata"
~isPartOf:"Insurance / Mathematics & economics"
~isPartOf:"Journal of monetary economics"
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Asset-liability management
32
Bilanzstrukturmanagement
24
Hungary
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Bankszemle : a bankok és a pénzintézetek szakfolyóirata
Insurance / Mathematics & economics
Journal of monetary economics
Journal of banking & finance
101
Journal of financial services research : JFSR
34
Die Bank
32
Bank-Archiv : Zeitschrift für das gesamte Bank- und Börsenwesen : journal of banking and financial research
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Economic review
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NBER working paper series
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Working paper / National Bureau of Economic Research, Inc.
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Nepalese journal of finance : a publication of Uniglobe College
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Discussion paper / Centre for Economic Policy Research
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Journal of economics & business
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Review / Federal Reserve Bank of St. Louis
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Bank- und finanzwirtschaftliche Forschungen
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Journal of financial economics
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Swiss journal of economics and statistics
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Finance and economics discussion series
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Journal of financial stability
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Revue d'économie financière : revue trimestrielle de l'Association Europe finances régulations
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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International journal of economics and finance
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Journal of financial intermediation
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Economic policy review
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Economic review : an annual report of the Economic Research Department
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IMF Working Papers
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Monatsbericht
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New England economic review
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Revue française d'économie : RFE
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Robust optimal asset-liability management with mispricing and stochastic factor market dynamics
Wang, Ning
;
Zhang, Yumo
- In:
Insurance / Mathematics & economics
113
(
2023
),
pp. 251-273
Persistent link: https://www.econbiz.de/10014466215
Saved in:
2
Dynamic asset-liability management with frictions
Yan, Tingjin
;
Han, Jinhui
;
Ma, Guiyuan
;
Siu, Chi Chung
- In:
Insurance / Mathematics & economics
111
(
2023
),
pp. 57-83
Persistent link: https://www.econbiz.de/10014316664
Saved in:
3
Pricing time-to-event contingent cash flows : a discrete-time survival analysis approach
Lautier, Jackson P.
;
Pozdnyakov, Vladimir
;
Yan, Jun
- In:
Insurance / Mathematics & economics
110
(
2023
),
pp. 53-71
Persistent link: https://www.econbiz.de/10014282475
Saved in:
4
Comment on bank liabilities channel
Zakrajšek, Egon
- In:
Journal of monetary economics
89
(
2017
),
pp. 45-50
Persistent link: https://www.econbiz.de/10011799187
Saved in:
5
Mean-variance asset-liability management with asset correlation risk and insurance liabilities
Chiu, Mei Choi
;
Wong, Hoi Ying
- In:
Insurance / Mathematics & economics
59
(
2014
),
pp. 300-310
Persistent link: https://www.econbiz.de/10010469984
Saved in:
6
Dynamic derivative-based investment strategy for mean-variance asset-liability management with stochastic volatility
Li, Danping
;
Shen, Yang
;
Zeng, Yan
- In:
Insurance / Mathematics & economics
78
(
2018
),
pp. 72-86
Persistent link: https://www.econbiz.de/10011825217
Saved in:
7
Quantitative assessment of common practice procedures in the fair evaluation of embedded options in insurance contra
Gambaro, Anna Maria
;
Casalini, Riccardo
;
Fusai, Gianluca
; …
- In:
Insurance / Mathematics & economics
81
(
2018
),
pp. 117-129
Persistent link: https://www.econbiz.de/10011904636
Saved in:
8
Could making banks hold only liquid assets induce bank runs?
Peck, James
;
Shell, Karl
- In:
Journal of monetary economics
57
(
2010
)
4
,
pp. 420-427
Persistent link: https://www.econbiz.de/10008666418
Saved in:
9
Contagion modeling between the financial and insurance markets with time changed processes
Hainaut, Donatien
- In:
Insurance / Mathematics & economics
74
(
2017
),
pp. 63-77
Persistent link: https://www.econbiz.de/10011712384
Saved in:
10
Time-consistent mean-variance asset-liability management with random coefficients
Wei, Jiaqin
;
Wang, Tianxiao
- In:
Insurance / Mathematics & economics
77
(
2017
),
pp. 84-96
Persistent link: https://www.econbiz.de/10011783919
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