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Optimal annuity portfolio under inflation risk
Konicz, Agnieszka Karolina
;
Pisinger, David
; …
- In:
Computational Management Science : CMS
12
(
2015
)
3
,
pp. 461-488
Persistent link: https://www.econbiz.de/10011285966
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A stochastic programming approach for multi-period portfolio optimization
Geyer, Alois
;
Hanke, Michael
;
Weissensteiner, Alex
- In:
Computational Management Science : CMS
6
(
2009
)
2
,
pp. 187-208
Persistent link: https://www.econbiz.de/10003828694
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