Asset/Liability Management for Pension Funds Using CVaR Constraints

Asset/Liability Management for Pension Funds Using CVaR Constraints

Bibliographic Details
Main Authors: ERIK, BOGENTOFT, H., EDWIN ROMEIJN, STANISLAV, URYASEV
Format: text
Language:eng
Published: Emerald 2001
id 10.1108-eb043483
recordtype eprints
spelling 10.1108-eb0434832001-04-01 Asset/Liability Management for Pension Funds Using CVaR Constraints ERIK, BOGENTOFT ERIK, BOGENTOFT H., EDWIN ROMEIJN H., EDWIN ROMEIJN STANISLAV, URYASEV STANISLAV, URYASEV Emerald 2001-04-01 text text/HTML 10.1108/eb043483 https://www.emeraldinsight.com/doi/10.1108/eb043483 ctx_ver=Z39.88-2004&rft_val_fmt=info%3Aofi%2Ffmt%3Akev%3Amtx%3Ajournal&rft.jtitle=The+Journal+of+Risk+Finance&rft.volume=3&rft.issue=1&rft.spage=57&rft.epage=71&rft.issn=1526-5943&rft.id=info%3Adoi%2F10.1108%2Feb043483 eng Emerald All rights reserved.
repository_type Digital Repository
institution_category Foreign Institution
institution Emerald
building Emerald Repository
collection Online Access
language eng
description
author2 ERIK, BOGENTOFT
author_facet ERIK, BOGENTOFT
ERIK, BOGENTOFT
H., EDWIN ROMEIJN
STANISLAV, URYASEV
format text
author ERIK, BOGENTOFT
H., EDWIN ROMEIJN
STANISLAV, URYASEV
spellingShingle ERIK, BOGENTOFT
H., EDWIN ROMEIJN
STANISLAV, URYASEV
Asset/Liability Management for Pension Funds Using CVaR Constraints
author_sort ERIK, BOGENTOFT
title Asset/Liability Management for Pension Funds Using CVaR Constraints
title_short Asset/Liability Management for Pension Funds Using CVaR Constraints
title_full Asset/Liability Management for Pension Funds Using CVaR Constraints
title_fullStr Asset/Liability Management for Pension Funds Using CVaR Constraints
title_full_unstemmed Asset/Liability Management for Pension Funds Using CVaR Constraints
title_sort asset/liability management for pension funds using cvar constraints
publisher Emerald
publishDate 2001
first_indexed 2018-10-12T07:25:38Z
last_indexed 2018-10-12T07:25:38Z
_version_ 1614103590923665408

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