A Method for Strategic Asset-Liability Management with an Application to the Federal Home Loan Bank of New York

S. Seshadri, A. Khanna, Farid Harche, R. Wyle. A Method for Strategic Asset-Liability Management with an Application to the Federal Home Loan Bank of New York. Operations Research, 47(3):345-360, 1999. [doi]

@article{SeshadriKHW99,
  title = {A Method for Strategic Asset-Liability Management with an Application to the Federal Home Loan Bank of New York},
  author = {S. Seshadri and A. Khanna and Farid Harche and R. Wyle},
  year = {1999},
  doi = {10.1287/opre.47.3.345},
  url = {http://dx.doi.org/10.1287/opre.47.3.345},
  researchr = {https://researchr.org/publication/SeshadriKHW99},
  cites = {0},
  citedby = {0},
  journal = {Operations Research},
  volume = {47},
  number = {3},
  pages = {345-360},
}