Some new developments in asset liability optimization

Metadata Label Value
Author(s): Moine, Stéphane Jean-Paul
Publisher: Unknown
Citation:

Moine, Stéphane Jean-Paul. Some new developments in asset liability optimization. (1998). http://dx.doi.org/10.3929/ethz-a-002015156

Document Type: Doctoral and Habilitation Theses  
Documents: Abstract (364.55KB)
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Detailed Information

Metadata Description
Title Some new developments in asset liability optimization
Author(s) Moine, Stéphane Jean-Paul
Publication Place Zürich
Publication Date 1998
Notes Diss. Math.Wiss. ETH Zürich, Nr. 12887, 1998. Ref.: Paul Embrechts ; Korref.: Heinz Müller
Language English
DOI http://dx.doi.org/10.3929/ethz-a-002015156
Subject(s) Operations Research
Mathematics, General
Keyword(s) PORTFOLIO SELECTION
RISK AVERSION
UTILITY THEORY
Description File Name MIME Type Size
Abstract   eth-22772-01.pdf application/pdf 364.55KB
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E-Collection record created: Fri, 18 Apr 2008, 21:11:27 CET