Mean-variance principle of managing cointegrated risky assets and random liabilities (Q2376744): Difference between revisions
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Latest revision as of 19:40, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Mean-variance principle of managing cointegrated risky assets and random liabilities |
scientific article |
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Mean-variance principle of managing cointegrated risky assets and random liabilities (English)
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24 June 2013
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asset-liability management
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cointegration
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mean-variance portfolio
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