Open-loop equilibrium strategy for mean-variance asset-liability management portfolio selection problem with debt ratio (Q2186907)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Open-loop equilibrium strategy for mean-variance asset-liability management portfolio selection problem with debt ratio |
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Open-loop equilibrium strategy for mean-variance asset-liability management portfolio selection problem with debt ratio (English)
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10 June 2020
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mean-variance
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asset-liability
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debt ratio
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equilibrium strategy
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FBSDEs
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