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isPartOf:"SFB 649 discussion paper"
type_genre:"Working Paper"
~isPartOf:"Capital markets and finance in the enlarged Europe : the Postgraduate Research Programme working paper series"
~isPartOf:"Working paper series"
~person:"Kennedy, Richard"
~subject:"Portfolio selection"
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SFB 649 discussion paper
Capital markets and finance in the enlarged Europe : the Postgraduate Research Programme working paper series
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Absolute matching of expected liabilities of an evolving pension fund using positive holdings of fixed interest securities
Gay, Roger
;
Kennedy, Richard
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1994
Persistent link: https://www.econbiz.de/10000892867
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Matching liabilities using positive holdings of bonds subject to a single constraint
Gay, Roger
;
Kennedy, Richard
-
1994
Persistent link: https://www.econbiz.de/10000892868
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