Zobrazeno 1 - 4
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pro vyhledávání: '"David R. Carino"'
Publikováno v:
Operations Research. 46:450-462
This paper discusses technical aspects of the Russell-Yasuda Kasai financial planning model. These include the models for the discrete distribution scenario generation processes for the uncertain parameters of the model, the mathematical approach use
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::30e628a96701739b5902ca96f3e6afeb
https://doi.org/10.1287/opre.46.4.450
https://doi.org/10.1287/opre.46.4.450
Autor:
William T. Ziemba, David R. Carino
Publikováno v:
Operations Research. 46:433-449
This paper describes the formulation of the Russell-Yasuda Kasai financial planning model, including the motivation for the model. The presentation complements the discussion of the technical details of the financial modeling process and the manageri
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::5dabac4225e24314adee6fc1e9f41edc
https://doi.org/10.1287/opre.46.4.433
https://doi.org/10.1287/opre.46.4.433
Autor:
David R. Carino, Kouji Watanabe, William T. Ziemba, Mike Sylvanus, David H. Myers, Andrew L. Turner, Celine Stacy, Terry Kent
Publikováno v:
Interfaces. 24:29-49
Frank Russell Company and The Yasuda Fire and Marine Insurance Co., Ltd., developed an asset/liability management model using multistage stochastic programming. It determines an optimal investment strategy that incorporates a multiperiod approach and
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::417e96de53070ce41cb9b806947310c6
https://doi.org/10.1287/inte.24.1.29
https://doi.org/10.1287/inte.24.1.29
In order to make sound investment choices, investors must know the projected return on investment in relation to the risk of not being paid. Benchmarks are excellent evaluators, but the failure to choose the right investing performance benchmark ofte
