Cite
HARVARD Citation
Bai, M. et al. (2009). The CVaR constrained stochastic programming ALM model for defined benefit pension funds. International journal of modelling, identification and control. pp. 48-55. [Online].
This is an interim version of our Electronic Legal Deposit Catalogue-eJournals and eBooks while we continue to recover from a cyber-attack.
Bai, M. et al. (2009). The CVaR constrained stochastic programming ALM model for defined benefit pension funds. International journal of modelling, identification and control. pp. 48-55. [Online].