Results 271 to 280 of about 199,912 (309)

Mean-variance asset–liability management with partial information and uncertain time horizon

Optimization, 2021
Xingchun Peng
exaly  

5.4 Asset-Liability-Management

2018
Dietmar Franzen, Klaus Schäfer
openaire   +1 more source

Scenario generation and stochastic programming models for asset liability management

European Journal of Operational Research, 2001
Roy Kouwenberg
exaly  

Markowitz’s mean-variance asset-liability management with regime switching: A continuous-time model

Insurance: Mathematics and Economics, 2008
Ping Chen, Hailiang Yang, George Yin Yin
exaly  

Asset-Liability Management: Managing Swaps

Municipal Finance Journal, 2008
openaire   +1 more source

Asset and liability management under a continuous-time mean–variance optimization framework

Insurance: Mathematics and Economics, 2006
Mei Choi Chiu, Duan Li
exaly  

Modeling supply-chain planning under demand uncertainty using stochastic programming: A survey motivated by asset–liability management

International Journal of Production Economics, 2009
Manmohan S Sodhi, Christopher S Tang
exaly  

Asset Liability Management Optimisation

2020
openaire   +1 more source

Mean–variance asset–liability management: Cointegrated assets and insurance liability

European Journal of Operational Research, 2012
Mei Choi Chiu, Hoi Ying Wong
exaly  

Asset-Liability Management

2008
openaire   +1 more source