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~isPartOf:"Report / Econometric Institute, Erasmus University Rotterdam"
~isPartOf:"The journal of asset management"
~subject:"Mathematische Optimierung"
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Mathematische Optimierung
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Report / Econometric Institute, Erasmus University Rotterdam
The journal of asset management
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Asset-liability management for pension funds in a time-varying volatility environment
Vrontos, Spyridon D.
;
Vrontos, Ioannis D.
; …
- In:
The journal of asset management
14
(
2013
)
5
,
pp. 306-333
Persistent link: https://www.econbiz.de/10010237937
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2
Alternative decision models for liability-driven investment
Schwaiger, Katharina
;
Lucas, Cormac
;
Mitra, Gautam
- In:
The journal of asset management
11
(
2010/11
)
2/3
,
pp. 178-193
Persistent link: https://www.econbiz.de/10008663607
Saved in:
3
Arbitrage and sampling uncertainty in financial stochastic programming models
Berkelaar, Arjan B.
;
Hoek, Henk
;
Lucas, André
-
1999
Persistent link: https://www.econbiz.de/10001495413
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