Dynamic asset allocation under uncertainty for pension fund management

Control and Cybernetics

Volumn 28, Issue 4, 1999, Pages 755-777

  Pflug, Georg Ch ^a   Swietanowski A ^a  

^a UNIVERSITY OF VIENNA   (Austria)

Author keywords

Asset liability management; Financial modeling; Pension fund management; Stochastic dynamic optimization

Indexed keywords

EID: 0347115998     PISSN: 03248569     EISSN: None     Source Type: Journal    
DOI: None     Document Type: Article

References (19)

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