"Scenario optimization asset and liability modelling for individual investors."

Andrea Consiglio, Flavio Cocco, Stavros A. Zenios (2007)

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DOI: 10.1007/S10479-006-0133-5

access: closed

type: Journal Article

metadata version: 2020-08-13

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Andrea Consiglio, Flavio Cocco, Stavros A. Zenios:
Scenario optimization asset and liability modelling for individual investors. Ann. Oper. Res. 152(1): 167-191 (2007)

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