Pascal Damel, Nadège Ribau-Peltre. Scientific Methodology to Model Liquidity Risk in UCITS Funds with an Asset Liability Approach: A Global Response to Financial and Prudential Requirements. In Hoai An Le Thi, Tao Pham Dinh, Ngoc Thanh Nguyen, editors, Modelling, Computation and Optimization in Information Systems and Management Sciences - Proceedings of the 3rd International Conference on Modelling, Computation and Optimization in Information Systems and Management Sciences - MCO 2015, Metz, France, May 11-13, 2015, Part II. Volume 360 of Advances in Intelligent Systems and Computing, pages 389-399, Springer, 2015. [doi]
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