Time-consistent portfolio policy for asset-liability mean-variance model with state-dependent risk aversion
type: Item
instance of: scholarly article
title: Time-consistent portfolio policy for asset-liability mean-variance model with state-dependent risk aversion
zbMATH Open document ID: 1413.91087
author: Liu-Meng Peng
author: Xiangyu Cui
author: Y. Shi
published in: Journal of the Operations Research Society of China
publication date: 2018-08-10T00:00:00Z
Mathematics Subject Classification ID: 91G10
Mathematics Subject Classification ID: 91B16
zbMATH DE Number: 6915810
zbMATH Keywords: state-dependent risk aversion
zbMATH Keywords: asset-liability mean-variance model
zbMATH Keywords: time-consistent portfolio policy
MaRDI profile type: Publication
full work available at URL: s40305-018-0191-9
OpenAlex ID: W2789592307
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DOI: 10.1007/S40305-018-0191-9
description: scientific article; zbMATH DE number 6915810