Financial asset pricing theory and stochastic programming models for Asset/Liability Management. A synthesis

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@article{b3b250b974c445aebca89f794ef85396,

title = "Financial asset pricing theory and stochastic programming models for Asset/Liability Management. A synthesis",

author = "P. Klaassen",

year = "1998",

doi = "10.1287/mnsc.44.1.31",

language = "English",

volume = "44",

pages = "31--48",

journal = "Management Science",

issn = "0025-1909",

publisher = "INFORMS Inst.for Operations Res.and the Management Sciences",

number = "1",

}

TY - JOUR

T1 - Financial asset pricing theory and stochastic programming models for Asset/Liability Management. A synthesis

AU - Klaassen, P.

PY - 1998

Y1 - 1998

UR - https://www.scopus.com/pages/publications/0031678181

UR - https://www.scopus.com/pages/publications/0031678181#tab=citedBy

U2 - 10.1287/mnsc.44.1.31

DO - 10.1287/mnsc.44.1.31

M3 - Article

SN - 0025-1909

VL - 44

SP - 31

EP - 48

JO - Management Science

JF - Management Science

IS - 1

ER -