Journal: Osaka Economic Papers

Found 2 papers in total
An asset allocation model based upon stochastic network programming
An asset allocation model based upon stochastic network programming
1992,
This paper presents a dynamic asset/liability management model and exploits an...
As asset allocation model with penalty costs and its computational algorithm
As asset allocation model with penalty costs and its computational algorithm
1993,
This paper develops an asset allocation model with various risk measures, which is...
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