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

Review

Interfaces, Vol.36(2), pp.183-185

01 Mar 2006

Additional Links

Applied mathematics

Asset liability management

Book reviews

Capital assets

Expected utility

Investments

Liability

Management decisions

Mathematical programming

Operations research

Portfolio management

Queuing theory

Securities prices

Stochastic models

Wealth management

The Stochastic Programming Approach to Asset, Liability, and Wealth Management, by William T. Ziemba, is reviewed.

4 Record Views

Title: The Stochastic Programming Approach to Asset, Liability, and Wealth Management
Creators: Benjamin Lev
Publication Details: Interfaces, Vol.36(2), pp.183-185
Publisher: Institute for Operations Research and the Management Sciences; Linthicum
Resource Type: Review
Language: English
Academic Unit: Decision Sciences (and Management Information Systems)
Identifiers: 991019238787204721

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Web of Science research areas: Management; Operations Research & Management Science