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- W1975392364 abstract "This paper describes a decision making support system developed for asset liability management of a Paraguayan pension fund company. The model combines a parallel Multi-objective Evolutionary Algorithm and stochastic scenario generators to find good asset allocations that optimize several conflicting criteria. The simple but powerful model has shown to be useful to aid decision maker in practical situations." @default.
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- W1975392364 date "2006-01-01" @default.
- W1975392364 modified "2023-09-23" @default.
- W1975392364 title "A Parallel Multi-Criterion Evolutionary Approach for Pension Fund Asset Liability Management" @default.
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- W1975392364 doi "https://doi.org/10.2991/jcis.2006.180" @default.
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