Abstract

 The paper presents a portfolio management model based on multi-stage stochastic optimization. The model determines an optimal investment portfolio for a Finnish pension insurance company.


Kirjoittaja(t)  Ainassaari Katja, Kallio Markku, Ranne Antero
Artikkelin otsikko Selecting an Optimal Investment Portfolio for a Pension Insurance Company
Painovuosi 1998
Sivunumero(t) 7-23
Kongressi AFIR Colloquium, Cambridge, UK, 1998
Kieli  englanti
Julkaisun tyyppikongressijulkaisu
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