Assets/liabilities portfolio immunization as an optimization problem (Q5325531)
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scientific article; zbMATH DE number 5592888
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Assets/liabilities portfolio immunization as an optimization problem |
scientific article; zbMATH DE number 5592888 |
Statements
10 August 2009
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immunization
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optimization problem
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single risk measures
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multiple risk measure
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0.8484115600585938
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0.8388541340827942
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0.8366076350212097
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0.8334859013557434
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