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LP Modeling for Asset-Liability Management: A Survey of Choices and Simplifications.

ManMohan S. Sodhi
Published in: Oper. Res. (2005)
Keyphrases
  • asset liability management
  • stochastic programming
  • linear program
  • optimal solution
  • software development
  • computational complexity
  • linear programming
  • multistage
  • short term