Mean-variance asset-liability management: cointegrated assets and insurance liability (Q2253397)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Mean-variance asset-liability management: cointegrated assets and insurance liability |
scientific article |
Statements
Mean-variance asset-liability management: cointegrated assets and insurance liability (English)
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27 July 2014
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asset-liability management
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cointegration
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mean-variance portfolio theory
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