Research database

An integrated system that allows quick, effective and trasparent exploration of researchers' expertise, by making available data on scientific production, research projects, patents and other relevant information. Through the search function, it's possible to discover research areas, people, and results of the research conducted at Politecnico di Torino.

Metodi di programmazione stocastica per la soluzione di problemi di asset-liability management: il caso dei fondi pensione privati

Duration:
26/11/1999 - 26/11/2001
Principal investigator(s):
Project type:
Nationally funded research - PRIN

Abstract

Asset-liability management by stochastic programming: application to private pension funds