Optimal dynamic mean-variance asset-liability management under the Heston model (Q1712605)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Optimal dynamic mean-variance asset-liability management under the Heston model |
scientific article; zbMATH DE number 7004994
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal dynamic mean-variance asset-liability management under the Heston model |
scientific article; zbMATH DE number 7004994 |
Statements
Optimal dynamic mean-variance asset-liability management under the Heston model (English)
0 references
22 January 2019
0 references
continuous-time mean-variance
0 references
asset-liability management
0 references
Heston model
0 references
efficient investment strategy
0 references
efficient frontier
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
