Results 231 to 240 of about 3,446 (262)

Scenario generation and stochastic programming models for asset liability management

European Journal of Operational Research, 2001
Roy Kouwenberg
exaly  

Time-consistent mean–variance asset–liability management with random coefficients

Insurance: Mathematics and Economics, 2017
Jiaqin Wei, Tianxiao Wang
exaly  

Dynamic asset–liability management in a Markov market with stochastic cash flows

Quantitative Finance, 2016
Haixiang Yao, Zhifeng Hao, Xun Li
exaly  

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

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

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

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

Asset-liability management under benchmark and mean-variance criteria in a jump diffusion market

Journal of Systems Science and Complexity, 2011
Zhongfei Li, , Li Zhongfei
exaly  

Asset and Liability Management

2001
openaire   +1 more source

Combining Goal Programming Model With Simulation Analysis For Bank Asset Liability Management

Infor, 2004
Constantin Zopounidis, Kyriaki Kosmidou   +1 more
exaly  

Markowitz’s mean–variance asset–liability management with regime switching: A time-consistent approach

Insurance: Mathematics and Economics, 2013
S C P Yam
exaly  

Asset-Liability Management

2008
openaire   +1 more source