Dynamic asset–liability management in a Markov market with stochastic cash flows (Q4554228)
From MaRDI portal
scientific article; zbMATH DE number 6976826
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Dynamic asset–liability management in a Markov market with stochastic cash flows |
scientific article; zbMATH DE number 6976826 |
Statements
Dynamic asset–liability management in a Markov market with stochastic cash flows (English)
0 references
13 November 2018
0 references
stochastic cash flow
0 references
asset-liability management
0 references
multi-period mean-variance model
0 references
Markov regime-switching
0 references
efficient investment strategy
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
