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Asset-liability management under benchmark and mean-variance criteria in a jump diffusion market
Journal of Systems Science and Complexity, 2011Zhongfei Li
exaly
Mean–variance asset–liability management: Cointegrated assets and insurance liability
European Journal of Operational Research, 2012Hoi Ying Wong, Mei Choi Chiu
exaly
Markowitz's Mean-Variance Asset–Liability Management with Regime Switching: A Multi-Period Model
Applied Mathematical Finance, 2011Ping Chen, Hailiang Yang
exaly
Combining Goal Programming Model With Simulation Analysis For Bank Asset Liability Management
Infor, 2004Constantin Zopounidis +1 more
exaly
Asset Liability Management Techniques
2008Kyriaki Kosmidou, Constantin Zopounidis
openaire +1 more source

