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ArticlePortfolio Optimization Within a Surplus Framework

Martin L. Leibowitz1988

Article1988

Portfolio Optimization Within a Surplus Framework

Martin L. Leibowitz · Roy D. Henriksson

41 citations·0/0 files stored·Financial Analysts Journal

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Risk and Portfolio Optimization Financial Analysis and Corporate Governance Stochastic processes and financial applications

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(1988). Portfolio Optimization Within a Surplus Framework. Financial Analysts Journal: Vol. 44, No. 2, pp. 43-51.

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References

1986Total Portfolio Duration: A New Perspective on Asset Allocation

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2016The evolution of insurer portfolio investment strategies for long-term investing 1988Pension Fund Investment Policy

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Details

Year1988

Typearticle

Published1988-03-01

VenueFinancial Analysts Journal

ISSN-L0015-198X

Languageen

Citations41

Files0 public / 0

ShelfRisk and Portfolio Optimization

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doi10.2469/faj.v44.n2.43

openalex_workW2174266116

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