https://github.com/darkmenacer/asset-liability-management
Allocate funds to various investments, so as to maximise portfolio return while ensuring that the periodic liabilities are fully funded. It mainly consists of operations research using MATLAB optimisation functions.
https://github.com/darkmenacer/asset-liability-management
matlab-code
Last synced: about 1 year ago
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Allocate funds to various investments, so as to maximise portfolio return while ensuring that the periodic liabilities are fully funded. It mainly consists of operations research using MATLAB optimisation functions.
- Host: GitHub
- URL: https://github.com/darkmenacer/asset-liability-management
- Owner: DarkMenacer
- Created: 2022-02-20T08:51:07.000Z (over 4 years ago)
- Default Branch: main
- Last Pushed: 2022-11-26T07:20:13.000Z (over 3 years ago)
- Last Synced: 2025-02-07T20:45:04.556Z (over 1 year ago)
- Topics: matlab-code
- Language: MATLAB
- Homepage:
- Size: 875 KB
- Stars: 1
- Watchers: 1
- Forks: 0
- Open Issues: 0