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Business/Investing The Stochastic Programming Approach to Asset, Liability, and Wealth Management

Posted on 2010-03-16




Name:Business/Investing The Stochastic Programming Approach to Asset, Liability, and Wealth Management
ASIN/ISBN:0943205654
Language:English
File size:1.6 Mb
Language: English
Publish Date: 2003-12-05
ISBN: 0943205654
Pages: 208 pages
File Type: PDF
File Size: 1,6 MB
Other Info: Research Foundation of CFA Institute
   Business/Investing The Stochastic Programming Approach to Asset, Liability, and Wealth Management

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William T. Ziemba "The Stochastic Programming Approach to Asset, Liability, and Wealth Management"

All individuals and institutions face asset/liability management problems on a continuous basis. The assets must be invested over time to achieve sufficient returns to cover liabilities and achieve goals subject to various uncertainties, policy and legal.

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