A GA-simheuristic for the stochastic and multi-period portfolio optimisation problem with liabilities-Reference-Cited by-同舟云学术

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A GA-simheuristic for the stochastic and multi-period portfolio optimisation problem with liabilities

Published:2022-03-01 Issue: Volume: Page:1-14
ISSN:1747-7778
Container-title:Journal of Simulation
language:en
Short-container-title:Journal of Simulation

Author:

Nieto Armando¹,Serra Marti¹,Juan Angel A.²,Bayliss Christopher³

Affiliation:

1. IN3 – Computer Science Department, Universitat Oberta de Catalunya, Barcelona, Spain

2. Department of Applied Statistics & Operations Research and Quality, Universitat Politècnica de València, Alcoy, Spain

3. Management School, University of Liverpool, Liverpool, UK

Publisher

Informa UK Limited

Subject

Modeling and Simulation,Software

Link

https://www.tandfonline.com/doi/pdf/10.1080/17477778.2022.2041990

Reference64 articles.

1. A simheuristic algorithm for video streaming flows optimisation with QoS threshold modelled as a stochastic single-allocation p-hub median problem

2. A liability-relative drawdown approach to pension asset liability management

3. A scenario approach of ALM

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