Time-consistent strategy for a multi-period mean-variance asset-liability management problem with stochastic interest rate
type: Item
instance of: scholarly article
title: Time-consistent strategy for a multi-period mean-variance asset-liability management problem with stochastic interest rate
zbMATH Open document ID: 1476.91141
author: Haixiang Yao
author: Li-Hua Bian
author: Zhongfei Li
published in: Journal of Industrial and Management Optimization
publication date: 2021-09-10T00:00:00Z
Mathematics Subject Classification ID: 91G10
Mathematics Subject Classification ID: 93C55
Mathematics Subject Classification ID: 93E20
zbMATH DE Number: 7394146
zbMATH Keywords: multi-period mean-variance model
zbMATH Keywords: time-consistent strategy
zbMATH Keywords: asset-liability management
zbMATH Keywords: stochastic interest rate
zbMATH Keywords: game theory
MaRDI profile type: Publication
full work available at URL: jimo.2020026
OpenAlex ID: W3008989005
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DOI: 10.3934/JIMO.2020026
description: scientific article; zbMATH DE number 7394146