"The CVaR constrained stochastic programming ALM model for defined benefit ..."

Manying Bai, Jie Ma (2009)

> Home

Details and statistics

DOI: 10.1504/IJMIC.2009.028874

access: closed

type: Journal Article

metadata version: 2020-09-17

- view
  - electronic edition via DOI
  - unpaywalled version
  authority control:
- export record
  dblp key:
  - journals/ijmic/BaiM09
- ask others
- share record
  persistent URL:
  - https://dblp.org/rec/journals/ijmic/BaiM09
Manying Bai, Jie Ma:
The CVaR constrained stochastic programming ALM model for defined benefit pension funds. Int. J. Model. Identif. Control. 8(1): 48-55 (2009)

manage site settings

To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.