A mean-field formulation for multi-period asset-liability mean-variance portfolio selection with probability constraints
type: Item
instance of: scholarly article
title: A mean-field formulation for multi-period asset-liability mean-variance portfolio selection with probability constraints
zbMATH Open document ID: 1412.90099
author: Xianping Wu
author: Xun Li
author: Zhongfei Li
published in: Journal of Industrial and Management Optimization
publication date: 2019-02-05T00:00:00Z
Mathematics Subject Classification ID: 90C15
Mathematics Subject Classification ID: 91B30
zbMATH DE Number: 7012475
zbMATH Keywords: mean-field formulation
zbMATH Keywords: multi-period portfolio selection
zbMATH Keywords: asset-liability management
zbMATH Keywords: probability constraints
zbMATH Keywords: optimal strategy
MaRDI profile type: Publication
full work available at URL: jimo.2017045
OpenAlex ID: W2606405425
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DOI: 10.3934/JIMO.2017045
description: scientific article; zbMATH DE number 7012475