Strategic financial risk management and operations research
From MaRDI portal
Publication:1278574
DOI10.1016/S0377-2217(96)00222-6zbMath0920.90008MaRDI QIDQ1278574
Bala Shetty, Daniel P. Rosenbaum, John M. Mulvey
Publication date: 27 April 1999
Published in: European Journal of Operational Research (Search for Journal in Brave)
asset/liability managementrisk managementmulti-stage stochastic programscenario generation procedure
Large-scale problems in mathematical programming (90C06) Applications of mathematical programming (90C90) Stochastic programming (90C15)
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