Individual and institutional asset liability management
(2007)
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Details
- Authors
- Supervisors
- Devolder, Pierre
- Abstract
- One of the classical problems in finance is that of an economic unit who aims at maximizing his expected life-time utility from consumption and/or terminal wealth by an effective asset-liability management. The purpose of this thesis is to determine the optimal investment strategies , from the point of view of their economic utility, for individual and institutional investors such pension funds.
- Affiliations
UCLouvain ESPO/IAG - Département d'administration et de gestion
Citations
Hainaut, D. (2007). Individual and institutional asset liability management. https://hdl.handle.net/2078.5/128870