Pages that link to "Item:Q2186907"

The following pages link to Open-loop equilibrium strategy for mean-variance asset-liability management portfolio selection problem with debt ratio (Q2186907):

Displaying 7 items.

• Open-loop equilibrium strategy for mean-variance portfolio selection: a log-return model (Q2031371) (← links)
• Optimal open-loop strategies in a debt management problem (Q4594825) (← links)
• Robust asset-liability management under CRRA utility criterion with regime switching: a continuous-time model (Q5071661) (← links)
• Asset-liability management with state-dependent utility in the regime-switching market (Q6115891) (← links)
• Robust optimal asset-liability management with mispricing and stochastic factor market dynamics (Q6152696) (← links)
• Dynamic asset-liability management with frictions (Q6171945) (← links)
• Robust asset-liability management games for \(n\) players under multivariate stochastic covariance models (Q6573815) (← links)