A scenario approach of ALM-Reference-Cited by-同舟云学术

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A scenario approach of ALM

Published:2008 Issue: Volume: Page:829-860
ISSN:
Container-title:Handbook of Asset and Liability Management
language:
Short-container-title:

Author:

Boender Guus,Dert Cees,Heemskerk Fred,Hoek Henk

Publisher

Elsevier

Reference30 articles.

1. What risk premium is “normal”;Arnott;Financial Analysts Journal,2002

2. Strategic asset allocation and asset pricing;Berkelaar;PhD. Erasmus University Rotterdam,2002

3. Points of inflection: Investment management tomorrow;Bernstein;Financial Analysts Journal,2003

4. A hybrid simulation/optimization scenario model for asset-liability management;Boender;European Journal of Operations Research,1997

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