Mehrperiodige ALM-Modelle mit CVaR-Minimierung für Schweizer Pensionskassen /

Description

Univ., Diss.--Zürich, 2007. / ALM = Asset- und Liability Management. - CVaR = Conditional Value-at-Risk.

Links & Downloads

1. http://www.gbv.de/dms/zbw/570967945.pdf

Tags

Additional Fields

Identifer	oai:union.ndltd.org:OCLC/oai:xtcat.oclc.org:OCLCNo/254469065
Date	January 2007
Creators	Künzi-Bay, Alexandra.
Source Sets	OCLC
Language	German
Detected Language	German
Coverage	Schweiz.