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The Stochastic Programming Approach to Asset, Liability, and Wealth Management

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References

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1958Liquidity Preference as Behavior Towards Risk3,916 cited
1975LIFETIME PORTFOLIO SELECTION BY DYNAMIC STOCHASTIC PROGRAMMING1,941 cited
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1991Continuous-Time Finance.1,788 cited
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2000Irrational Exuberance1,515 cited
1969The Efficiency Analysis of Choices Involving Risk1,416 cited
2000Investing for the Long Run when Returns Are Predictable1,372 cited
1994Contrarian Investment, Extrapolation, and Risk1,354 cited
2003Risks and Portfolio Decisions Involving Hedge Funds1,213 cited

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2007Valuation of intergenerational transfers in funded collective pension schemes58 cited
2011Financial Stability, Fiscal Consolidation and Long-Term Investment after the Crisis57 cited
2008Asset-liability management for Czech pension funds using stochastic programming51 cited
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