scientific article; zbMATH DE number 2065345
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Publication:4459983
Recommendations
- Asset allocation strategies in the presence of liability constraints
- Strategic asset allocation with liabilities: beyond stocks and bonds
- Allocation of Capital Between Assets and Liabilities
- Capital and asset allocation
- Asset allocation using reliability method
- Strategic asset allocation
- Risk sensitive asset allocation
- Asset allocation and derivatives
- Risk and asset allocation.
- Risk and asset allocation.
Cited in
(10)- Asset allocation using reliability method
- Strategic asset allocation for life insurers with stochastic liability
- Dynamic asset liability management with tolerance for limited shortfalls
- Asset allocation strategies in the presence of liability constraints
- Reactive investment strategies
- Asset and liability management: Recent advances
- The optimal asset and liability portfolio for a financial institution with multiple lines of businesses
- Cashflow-driven investment beyond expectations
- Strategic asset allocation with liabilities: beyond stocks and bonds
- Can stocks help mend the asset and liability mismatch?
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