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Latest revision as of 13:06, 14 July 2024

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Optimal mean-variance asset-liability management with stochastic interest rates and inflation risks
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    Optimal mean-variance asset-liability management with stochastic interest rates and inflation risks (English)
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    9 October 2017
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    asset-liability management
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    mean-variance framework
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    stochastic interest rate
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    inflation risk
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    efficient investment strategy
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    efficient frontier
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