Solving ALM problems via sequential stochastic programming
Metadata only
Date
2007Type
- Journal Article
Publication status
publishedExternal links
Journal / series
Quantitative FinanceVolume
Pages / Article No.
Publisher
RoutledgeSubject
Asset and liability management; Stochastic programming; Dynamic programming; Multi-period portfolio optimizationOrganisational unit
03758 - D'Andrea, Raffaello / D'Andrea, Raffaello
03176 - Geering, Hans Peter
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