Pages that link to "Item:Q1716940"
From MaRDI portal
The following pages link to A mean-field formulation for multi-period asset-liability mean-variance portfolio selection with probability constraints (Q1716940):
Displaying 4 items.
- A geometric approach to multiperiod mean variance optimization of assets and liabilities (Q951516) (← links)
- A mean-field formulation for optimal multi-period mean-variance portfolio selection with an uncertain exit time (Q1785290) (← links)
- Better than optimal mean-variance portfolio policy in multi-period asset-liability management problem (Q2661546) (← links)
- The impact of general correlation under multi-period mean-variance asset-liability portfolio management (Q6594990) (← links)