A multistage stochastic programming asset-liability management model: an application to the Brazilian pension fund industry (Q2402577)
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| Language | Label | Description | Also known as |
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| English | A multistage stochastic programming asset-liability management model: an application to the Brazilian pension fund industry |
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A multistage stochastic programming asset-liability management model: an application to the Brazilian pension fund industry (English)
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8 September 2017
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ALM
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Brazilian pension funds
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stochastic optimization
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scenario trees
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