Individual and institutional asset liability management
One of the classical problems in finance is that of an economic unit who aims at maximizing his expected life-time utility from consumption and/or terminal wealth by an effective asset-liability management. The purpose of this thesis is to determine the optimal investment strategies , from the point...
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| Format: | Others |
| Language: | en |
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Universite catholique de Louvain
2007
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| Online Access: | http://edoc.bib.ucl.ac.be:81/ETD-db/collection/available/BelnUcetd-08282007-120938/ |