Discretized reality and spurious profits in stochastic programming models for asset/liability management

P. Klaassen

Research output: Contribution to Journal › Article › Academic › peer-review

Original language	English
Pages (from-to)	374-392
Journal	European Journal of Operational Research
Volume	101
DOIs	https://doi.org/10.1016/S0377-2217(96)00404-3
Publication status	Published - 1997

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title = "Discretized reality and spurious profits in stochastic programming models for asset/liability management",

author = "P. Klaassen",

year = "1997",

doi = "10.1016/S0377-2217(96)00404-3",

language = "English",

volume = "101",

pages = "374--392",

journal = "European Journal of Operational Research",

issn = "0377-2217",

publisher = "Elsevier",

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T1 - Discretized reality and spurious profits in stochastic programming models for asset/liability management

AU - Klaassen, P.

PY - 1997

Y1 - 1997

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DO - 10.1016/S0377-2217(96)00404-3

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VL - 101

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EP - 392

JO - European Journal of Operational Research

JF - European Journal of Operational Research

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