| 来源类型 | Article |
| 规范类型 | 其他 |
| DOI | 10.1023/A:1019297118383 |
| The AURORA financial management system: Model and parallel implementation design. | |
| Pflug GC; Swietanowski A; Dockner EJ; Moritsch H | |
| 发表日期 | 2000 |
| 出处 | Annals of Operations Research 99 (1): 189-206 |
| 出版年 | 2000 |
| 语种 | 英语 |
| 摘要 | The AURORA financial management system under development at the University of Vienna is a modular decsion support tool for portfolio and asset-liability management. It is based on a multivariate Markovian birth-and-death factor model for the economic envronment, a pricing model for the financial instruments and an objective function which is flexible enough to express risk aversion |
| 主题 | Risk, Modeling and Society (RMS) |
| URL | http://pure.iiasa.ac.at/id/eprint/5952/ |
| 来源智库 | International Institute for Applied Systems Analysis (Austria) |
| 引用统计 | |
| 资源类型 | 智库出版物 |
| 条目标识符 | http://119.78.100.153/handle/2XGU8XDN/127878 |
| 推荐引用方式 GB/T 7714 | Pflug GC,Swietanowski A,Dockner EJ,et al. The AURORA financial management system: Model and parallel implementation design.. 2000. |
| 条目包含的文件 | 条目无相关文件。 | |||||
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