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Development of a new asset liability Management model with liquidity and inflation risks based on the Lower Partial Moment.

Hamid Hosseini NesazMilad Jasemi
Published in: Expert Syst. Appl. (2022)
Keyphrases
  • stochastic programming
  • asset liability management
  • robust optimization
  • long term
  • multi class
  • information systems
  • case study
  • management system
  • software engineering
  • optimization problems
  • computational model