Stochastic programming approach to asset liability management under uncertainty

Stochastic programming approach to asset liability management under uncertainty

Bibliographic Details
Main Author: Kim, Joocheol
Published: Georgia Institute of Technology 2008
Subjects:
Asset-liability management
Stochastic programming
Decision-making Computer programs
Risk management Mathematical models
Uncertainty Mathematical models
Online Access:http://hdl.handle.net/1853/25324

Internet

http://hdl.handle.net/1853/25324

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