Scenario optimization asset and liability modelling for individual investors
نویسندگان
چکیده
منابع مشابه
Scenario optimization asset and liability modelling for individual investors
We develop a scenario optimization model for asset and liability management of individual investors. The individual has a given level of initial wealth and a target goal to be reached within some time University of Palermo,IT. [email protected] Prometeia, Bologna, IT. [email protected] University of Cyprus, Nicosia, CY, and The Financial Institutions Center, The Wharton School, Philadelphia...
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ژورنال
عنوان ژورنال: Annals of Operations Research
سال: 2006
ISSN: 0254-5330,1572-9338
DOI: 10.1007/s10479-006-0133-5