Metabuscador

Filtrado por:

Idioma:"Inglés"
Repositorio:
"Journal of Business and Finance"
Temas:
"Asset-liability management model (ALM), linear and nonlinear utility function, portfolio optimization and multi period asset allocation"

Año

2013 (1)
Más...

Aproximadamente 1 registro(s) hasta el momento: (journal)

Mostrar 10 | 50 | 100 resultados por página

Recurso libre

ASSET-LIABILITY MANAGEMENT MODELS IN DECISION MAKING
Bajram, Narela; Faculty of Business and Administration, International University of Sarajevo, Hrasnicka Cesta, Ilidza, Sarajevo BiH - Can, Mehmet; Faculty of Engineering and Natural Sciences, International University of Sarajevo,Hrasnicka Cesta, Ilidza, Sarajevo BiH

Formato:	info:eu-repo/semantics/article, info:eu-repo/semantics/publishedVersion,
Enlaces:	This paper uses an asset-liability management model to solve multi-period investment problems. The model aims to maximize the overall revenue and deal with uncertainties as well as with risks. The assumption of a linear utility function may lead to allocation…
Fecha:	2013-06-15
Recurso:	Journal of Business and Finance