A multistage stochastic programming asset-liability management model: an application to the Brazilian pension fund industry
Crossref DOI link: https://doi.org/10.1007/s11081-016-9316-3
Published Online: 2016-03-31
Published Print: 2017-06
Update policy: https://doi.org/10.1007/springer_crossmark_policy
de Oliveira, Alan Delgado
Filomena, Tiago Pascoal
Perlin, Marcelo Scherer
Lejeune, Miguel
de Macedo, Guilherme Ribeiro
Text and Data Mining valid from 2016-03-31