MEAN–VARIANCE EQUILIBRIUM ASSET-LIABILITY MANAGEMENT STRATEGY WITH COINTEGRATED ASSETS (Q5150287)
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scientific article; zbMATH DE number 7308716
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | MEAN–VARIANCE EQUILIBRIUM ASSET-LIABILITY MANAGEMENT STRATEGY WITH COINTEGRATED ASSETS |
scientific article; zbMATH DE number 7308716 |
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MEAN–VARIANCE EQUILIBRIUM ASSET-LIABILITY MANAGEMENT STRATEGY WITH COINTEGRATED ASSETS (English)
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10 February 2021
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asset-liability management
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cointegration
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mean-variance
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time inconsistency
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