Pages that link to "Item:Q5150287"
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The following pages link to MEAN–VARIANCE EQUILIBRIUM ASSET-LIABILITY MANAGEMENT STRATEGY WITH COINTEGRATED ASSETS (Q5150287):
Displaying 6 items.
- Asset and liability management under a continuous-time mean-variance optimization framework (Q860504) (← links)
- Time-consistent mean-variance asset-liability management with random coefficients (Q1681089) (← links)
- Mean-variance asset-liability management: cointegrated assets and insurance liability (Q2253397) (← links)
- Mean-variance principle of managing cointegrated risky assets and random liabilities (Q2376744) (← links)
- Mean-variance asset-liability management under CIR interest rate and the family of 4/2 stochastic volatility models with derivative trading (Q2691368) (← links)
- (Q4641032) (← links)
