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Matching
(redirected from Maximum weight matching)

   Also found in: Dictionary/thesaurus, Medical, Legal, Acronyms, Encyclopedia, Wikipedia 0.01 sec.
Cash Flow Matching
The practice of matching returns on a portfolio to future capital outlays. That is, cash flow matching involves investing in certain securities with a certain expected return so that the investor will be able to pay for future liabilities. Pension funds and annuities perform the most cash flow matching, as they have future liabilities that are both large and relatively easy to estimate. Portfolios that perform cash flow matching usually invest in low-risk, investment-grade securities. The practice is also called portfolio dedication, matching, or the structured portfolio strategy.

matching


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All of them are derived by computing suitable objective functions on the maximum weight matching associated with a bipartite graph obtained from the x-components of nbh([MATHEMATICAL EXPRESSION NOT REPRODUCIBLE IN ASCII], v) and nbh([MATHEMATICAL EXPRESSION NOT REPRODUCIBLE IN ASCII], v).
 
 
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