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dc.contributor.author
Herzog, Florian
dc.contributor.author
Dondi, Gabriel
dc.contributor.author
Keel, Simon
dc.contributor.author
Schumani, Lorenz M.
dc.contributor.author
Geering, Hans P.
dc.date.accessioned
2017-06-08T21:24:26Z
dc.date.available
2017-06-08T21:24:26Z
dc.date.issued
2007
dc.identifier.issn
1469-7688
dc.identifier.issn
1469-7696
dc.identifier.other
10.1080/14697680701272575
dc.identifier.uri
http://hdl.handle.net/20.500.11850/14542
dc.language.iso
en
dc.publisher
Routledge
dc.subject
Asset and liability management
dc.subject
Stochastic programming
dc.subject
Dynamic programming
dc.subject
Multi-period portfolio optimization
dc.title
Solving ALM problems via sequential stochastic programming
dc.type
Journal Article
ethz.journal.title
Quantitative Finance
ethz.journal.volume
7
ethz.journal.issue
2
ethz.pages.start
231
ethz.pages.end
244
ethz.notes
.
ethz.identifier.wos
ethz.identifier.nebis
004152665
ethz.publication.place
London
ethz.publication.status
published
ethz.leitzahl
ETH Zürich::00002 - ETH Zürich::00012 - Lehre und Forschung::00007 - Departemente::02130 - Dep. Maschinenbau und Verfahrenstechnik / Dep. of Mechanical and Process Eng.::02619 - Inst. Dynam. Syst. u. Regelungstechnik / Inst. Dynamic Systems and Control::03758 - D'Andrea, Raffaello / D'Andrea, Raffaello
ethz.leitzahl
03176 - Geering, Hans Peter
ethz.leitzahl.certified
ETH Zürich::00002 - ETH Zürich::00012 - Lehre und Forschung::00007 - Departemente::02130 - Dep. Maschinenbau und Verfahrenstechnik / Dep. of Mechanical and Process Eng.::02619 - Inst. Dynam. Syst. u. Regelungstechnik / Inst. Dynamic Systems and Control::03758 - D'Andrea, Raffaello / D'Andrea, Raffaello
ethz.leitzahl.certified
03176 - Geering, Hans Peter
ethz.date.deposited
2017-06-08T21:24:35Z
ethz.source
ECIT
ethz.identifier.importid
imp59364c4090e6359677
ethz.ecitpid
pub:26173
ethz.eth
yes
ethz.availability
Metadata only
ethz.rosetta.installDate
2017-07-19T10:09:48Z
ethz.rosetta.lastUpdated
2019-02-02T04:44:24Z
ethz.rosetta.exportRequired
true
ethz.rosetta.versionExported
true
ethz.COinS
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