Roy Kouwenberg and Stavros A. Zenios. Stochastic programming models for asset liability management. HERMES Center on Computational Finance and Economics Working Paper 01-01, 2001. Home/Search Document Details and Download
Summary Related Articles Check |
This paper is cited in the following contexts:
Dynamic Portfolio Insurance: A Stochastic Programming Approach - Kouwenberg, Vorst (1998) (2 citations) Self-citation (Kouwenberg) (Correct)
No context found.
Kouwenberg R. (1998), A Stochastic Programming Model for Asset-Liability Management of Pension Funds, Erasmus Center for Financial Research, Report 9801, Erasmus University Rotterdam.
Scenario Tree Generation as a Multidimensional Facility.. - Hochreiter, Pflug (2002) (Correct)
No context found.
Roy Kouwenberg and Stavros A. Zenios. Stochastic programming models for asset liability management. HERMES Center on Computational Finance and Economics Working Paper 01-01, 2001.
Online articles have much greater impact More about CiteSeer.IST Add search form to your site Submit documents Feedback
CiteSeer.IST - Copyright Penn State and NEC