Optimal asset--liability management with constraints: A dynamic programming approach (Q2489174): Difference between revisions

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Latest revision as of 14:07, 24 June 2024

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Optimal asset--liability management with constraints: A dynamic programming approach
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    Optimal asset--liability management with constraints: A dynamic programming approach (English)
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    16 May 2006
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    Portfolio optimization
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    Asset-liability management
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    Transaction costs
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    Dynamic programming
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