Optimal asset-liability management with liquidity constraints and stochastic interest rates in the expected utility framework
type: Item
instance of: scholarly article
title: Optimal asset-liability management with liquidity constraints and stochastic interest rates in the expected utility framework
zbMATH Open document ID: 1382.91087
author: Jian Pan
author: Qingxian Xiao
published in: Journal of Computational and Applied Mathematics
publication date: 2017-02-09T00:00:00Z
Mathematics Subject Classification ID: 91G10
Mathematics Subject Classification ID: 60H30
zbMATH DE Number: 6682811
zbMATH Keywords: asset-liability management
zbMATH Keywords: liquidity constraint
zbMATH Keywords: stochastic interest rate
zbMATH Keywords: utility maximization criterion
zbMATH Keywords: verification theorem
zbMATH Keywords: optimal investment strategy
MaRDI profile type: Publication
full work available at URL: j.cam.2016.11.037
OpenAlex ID: W2565732191
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DOI: 10.1016/J.CAM.2016.11.037
description: scientific article; zbMATH DE number 6682811