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Scientific Methodology to Model Liquidity Risk in UCITS Funds with an Asset Liability Approach: A Global Response to Financial and Prudential Requirements.
Pascal Damel
Nadège Ribau-Peltre
Published in:
MCO (2) (2015)
Keyphrases
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portfolio optimization
theoretical framework
formal model
probabilistic model
experimental data
statistical model
computational model
financial risk
risk management
conceptual model
management system
high level
decision making
parameter estimation
image sequences
prediction model
genetic algorithm
data mining