Discretized reality and spurious profits in stochastic programming models for asset/liability management
type: Item
instance of: scholarly article
title: Discretized reality and spurious profits in stochastic programming models for asset/liability management
zbMATH Open document ID: 0929.91029
DOI: 10.1016/S0377-2217(96)00404-3
author: Pieter Klaassen
published in: European Journal of Operational Research
publication date: 2000-01-25T00:00:00Z
Mathematics Subject Classification ID: 91B28
Mathematics Subject Classification ID: 91C15
Mathematics Subject Classification ID: 90C90
zbMATH DE Number: 1255865
zbMATH Keywords: asset/liability management
zbMATH Keywords: portfolio investment problems
zbMATH Keywords: arbitrage
MaRDI profile type: Publication
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full work available at URL: s0377-2217(96)00404-3
OpenAlex ID: W3124488797
description: scientific article; zbMATH DE number 1255865