Two-stage stochastic programming for the asset/liability management problem
碩士 === 中原大學 === 工業工程研究所 === 89 === Portfolio management has been one of the most important research fields in modern finance. Since the values (price) of assets and the liabilities of investors in the future are all uncertainty, investors will face more complex investment problems than usual. In th...
| Main Authors: | , |
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2001
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| Online Access: | http://ndltd.ncl.edu.tw/handle/15785740354390392498 |