The Stochastic Programming Approach to Asset, Liability, and Wealth Management
By William T. Ziemba
* Publisher: Research Foundation of CFA Institute
* Number Of Pages: 208
* Publication Date: 2003-12-05
* ISBN-10 / ASIN: 0943205654
* ISBN-13 / EAN: 9780943205656
Product Description:
All individuals and institutions face asset/liability management problems on a continuous basis. The assets must be invested over time to achieve sufficient returns to cover liabilities and achieve goals subject to various uncertainties, policy and legal.
http://ifile.it/zafn703/The_Stochastic_Programming_Approach_to_Asset__Liability__and_Wealth_Management-William_T._Ziemba-094