The stochastic programming approach to asset, liability, and wealth management

Posted By: insetes

The stochastic programming approach to asset, liability, and wealth management By William T. Ziemba
2003 | 282 Pages | ISBN: 0943205654 | PDF | 2 MB


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.