A robust optimization approach to asset-liability management under time-varying investment opportunities
Gülpinar, Nalan, Pachamanova, DessislavaVolume:
37
Language:
english
Journal:
Journal of Banking & Finance
DOI:
10.1016/j.jbankfin.2013.01.025
Date:
June, 2013
File:
PDF, 253 KB
english, 2013