Stochastic control for multiperiod mean-variance asset-liability management (Q2992528)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic control for multiperiod mean-variance asset-liability management |
scientific article |
Statements
10 August 2016
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multiperiod portfolio optimization
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stochastic control systems
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asset-liability management
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mean-field formulation
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finance applications
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Stochastic control for multiperiod mean-variance asset-liability management (English)
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