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zbMath1150.91398MaRDI QIDQ3516595

Shuxiang Xie, Zhong-Fei Li

Publication date: 6 August 2008

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

portfolio liability stochastic LQ control continuous-time M-V model

Mathematics Subject Classification ID

Combinatorial optimization (90C27) Optimal stochastic control (93E20) Portfolio theory (91G10)

Related Items (2)

Asset-liability management under benchmark and mean-variance criteria in a jump diffusion market ⋮ Continuous-time mean-variance asset-liability management with hidden Markovian regime switching

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