Dynamic asset-liability management with frictions (Q6171945)
From MaRDI portal
scientific article; zbMATH DE number 7713936
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Dynamic asset-liability management with frictions |
scientific article; zbMATH DE number 7713936 |
Statements
Dynamic asset-liability management with frictions (English)
0 references
18 July 2023
0 references
asset-liability management
0 references
temporary and persistent price impacts
0 references
return predictability
0 references
target-chasing strategy
0 references
coupled matrix Riccati differential system
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
