Asset and liability management under a continuous-time mean-variance optimization framework (Q860504)
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scientific article; zbMATH DE number 5083232
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asset and liability management under a continuous-time mean-variance optimization framework |
scientific article; zbMATH DE number 5083232 |
Statements
Asset and liability management under a continuous-time mean-variance optimization framework (English)
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9 January 2007
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asset-liability management
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portfolio selection
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efficient frontier
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linear-quadratic control
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0.9505943
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0.93048316
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0.9282704
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0.9261693
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0.9178255
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0.9160217
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0.9146148
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0.91369617
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