The optimal asset and liability portfolio for a financial institution with multiple lines of businesses (Q362038)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | The optimal asset and liability portfolio for a financial institution with multiple lines of businesses |
scientific article |
Statements
The optimal asset and liability portfolio for a financial institution with multiple lines of businesses (English)
0 references
20 August 2013
0 references
portfolio selection
0 references
asset-liability management
0 references
capital allocation
0 references
optimization
0 references
short sale
0 references
solvency
0 references