Scenario optimization asset and liability modelling for individual investors
نویسندگان
چکیده
We develop a scenario optimization model for asset and liability management of individual investors. The individual has a given level of initial wealth and a target goal to be reached within some time University of Palermo,IT. [email protected] Prometeia, Bologna, IT. [email protected] University of Cyprus, Nicosia, CY, and The Financial Institutions Center, The Wharton School, Philadelphia, USA. [email protected]
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ورودعنوان ژورنال:
- Annals OR
دوره 152 شماره
صفحات -
تاریخ انتشار 2007