Strategic asset allocation with liabilities: beyond stocks and bonds
From MaRDI portal
Publication:844772
DOI10.1016/j.jedc.2007.11.003zbMath1181.91097MaRDI QIDQ844772
Tom B. M. Steenkamp, Peter C. Schotman, Roderick D. J. Molenaar, Roy P. M. M. Hoevenaars
Publication date: 19 January 2010
Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)
Full work available at URL: https://cris.maastrichtuniversity.nl/en/publications/5b697aa0-725d-455e-9332-2af9ac83b3a5
62P05: Applications of statistics to actuarial sciences and financial mathematics
91G50: Corporate finance (dividends, real options, etc.)
91G10: Portfolio theory
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