Assets, liabilities and risks

Article English OPEN
R. Thomson; (2014)
  • Publisher: Operations Research Society of South Africa (ORSSA)
  • Journal: ORiON (issn: 2224-0004)
  • Related identifiers: doi: 10.5784/17-0-188
  • Subject: General Works | A

Financial economists and actuaries do not always talk the same language. One particular difference of concern to actuaries is the method of treatment (or non-treatment) of the liabilities of an investor in the portfolio selection problem. Another difference relates to t... View more
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