Solving ALM problems via sequential stochastic programming (Q3593605)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Solving ALM problems via sequential stochastic programming |
scientific article |
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Solving ALM problems via sequential stochastic programming (English)
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23 July 2007
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asset and liability management
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stochastic programming
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dynamic programming
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multi-period portfolio optimization
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