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J. Janssen
Information about the author J. Janssen will soon be added to the site.
Found
2 papers
in total
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Interaction between asset liability management and risk theory
1998
In order to apply the asset liability management (ALM) model of Janssen to insurance...
The mean-semivariances approach to realistic portfolio optimization subject to transaction costs
1998
In this paper, we present a realistic portfolio optimization problem which takes into...
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