A hybrid simulation/optimisation scenario model for asset/liability management

DOI10.1016/S0377-2217(96)00387-6zbMath0923.90013MaRDI QIDQ1278812

Guus C. E. Boender

Publication date: 1997

Published in: European Journal of Operational Research (Search for Journal in Brave)

zbMATH Keywords

global optimizationdecision supporthybrid simulation/optimization methodmanagerial learning

Mathematics Subject Classification ID

Related Items (13)

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Cites Work

• The multidimensional markov chain with prespecified asymptotic means, and (auto-)covariances
• Myopic Loss Aversion and the Equity Premium Puzzle
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