Open AccessOptimal Asset Allocation in Asset Liability Management
Author(s) -
Jules H. van Binsbergen,
Michael W. Brandt
Publication year - 2007
Language(s) - Uncategorized
Resource type - Reports
DOI - 10.3386/w12970
Subject(s) - liability , asset (computer security) , asset allocation , it asset management , business , basis risk , digital asset management , asset management , actuarial science , finance , computer science , capital asset pricing model , market liquidity , portfolio , computer security , investment strategy