Asset and liability management for a defined benefit pension fund using heuristic optimization

Ricardo Rochman ()

No 152, Computing in Economics and Finance 2003 from Society for Computational Economics

Keywords: asset liability management; heuristic optimization (search for similar items in EconPapers)
JEL-codes: G19 G23 (search for similar items in EconPapers)
Date: 2003-08-01
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Persistent link: https://EconPapers.repec.org/RePEc:sce:scecf3:152

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