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Asset-liability management under time-varying investment opportunities
Ferstl, Robert and Weissensteiner, Alex
(2011)
Asset-liability management under time-varying investment opportunities.
Journal of Banking & Finance 35 (1), pp. 182-192.
Date of publication of this fulltext: 19 Dec 2024 11:17
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| Item type | Article | ||||
| Journal or Publication Title | Journal of Banking & Finance | ||||
| Publisher: | ELSEVIER SCIENCE BV | ||||
|---|---|---|---|---|---|
| Place of Publication: | AMSTERDAM | ||||
| Volume: | 35 | ||||
| Number of Issue or Book Chapter: | 1 | ||||
| Page Range: | pp. 182-192 | ||||
| Date | 2011 | ||||
| Institutions | Business, Economics and Information Systems > Institut für Betriebswirtschaftslehre > Lehrstuhl für Finanzierung (Prof. Dr. Gregor Dorfleitner) | ||||
| Identification Number |
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| Keywords | LIFETIME PORTFOLIO SELECTION; BOND RISK PREMIA; RETURN PREDICTABILITY; CONDITIONAL VALUE; ALLOCATION; PERFORMANCE; UNCERTAINTY; Asset-liability management; Predictability; Stochastic programming; Scenario generation; VAR process | ||||
| Dewey Decimal Classification | 300 Social sciences > 330 Economics | ||||
| Status | Published | ||||
| Refereed | Yes, this version has been refereed | ||||
| Created at the University of Regensburg | Yes | ||||
| Item ID | 65407 |
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