Fabián Laufer

We don’t have enough information about this author to calculate their statistics. If you think this is an error let us know.
Learn More
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(More)
  • 1