Continuous-time mean-variance portfolio selection with liability and regime switching (Q659108): Difference between revisions

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Latest revision as of 22:09, 4 July 2024

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Continuous-time mean-variance portfolio selection with liability and regime switching
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    Continuous-time mean-variance portfolio selection with liability and regime switching (English)
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    10 February 2012
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    continuous-time
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    mean
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    variance model
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    asset-liability management
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    Markov chain
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    linear-quadratic control
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