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The Russell-Yasuda Kasai Model: An Asset/Liability Model for a Japanese Insurance Company Using Multistage Stochastic Programming
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References

  • 1959Portfolio Selection: Efficient Diversification of Investments5,535 cited
  • 1960Portfolio Selection: Efficient Diversification of Investments.582 cited

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  • 2008The Innovest Austrian Pension Fund Financial Planning Model InnoALM

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116 cited
  • 2002Duality and martingales: a stochastic programming perspective on contingent claims112 cited
  • 2013On Solving Multistage Stochastic Programs with Coherent Risk Measures112 cited
  • 2006A dynamic stochastic programming model for international portfolio management111 cited