Open-loop equilibrium strategy for mean-variance asset-liability management with margin requirements (Q5092672)
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scientific article; zbMATH DE number 7562232
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Open-loop equilibrium strategy for mean-variance asset-liability management with margin requirements |
scientific article; zbMATH DE number 7562232 |
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Open-loop equilibrium strategy for mean-variance asset-liability management with margin requirements (English)
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22 July 2022
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asset-liability management
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time-inconsistency
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equilibrium strategy
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margin requirements
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short-selling prohibition
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