Multiperiod portfolio optimization for asset-liability management with quadratic transaction costs (Q2314500)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multiperiod portfolio optimization for asset-liability management with quadratic transaction costs |
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Multiperiod portfolio optimization for asset-liability management with quadratic transaction costs (English)
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23 July 2019
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asset-liability management
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multiperiod portfolio optimization
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quadratic transaction costs
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pre-commitment strategies
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time-consistent strategies
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