MEAN–VARIANCE EQUILIBRIUM ASSET-LIABILITY MANAGEMENT STRATEGY WITH COINTEGRATED ASSETS

DOI10.1017/S1446181120000164zbMath1457.91338OpenAlexW3097717561MaRDI QIDQ5150287

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Publication date: 10 February 2021

Published in: (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1017/s1446181120000164

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