Login / Signup
Asset/liability management under uncertainty for fixed-income securities.
Stavros A. Zenios
Published in:
Ann. Oper. Res. (1995)
Keyphrases
</>
asset liability management
stochastic programming
robust optimization
uncertain data
linear program
long term
decision support system
linear programming
stock market
financial institutions
machine learning
decision making
simulated annealing
multistage
transaction costs