Multiperiod mean-variance efficient portfolios with endogenous liabilities (Q4911228): Difference between revisions

@@ Property / full work available at URL @@
+https://doi.org/10.1080/14697680902950813
+Normal rank
@@ Property / OpenAlex ID @@
+W2122795893
@@ Property / OpenAlex ID: W2122795893 / rank @@
+Normal rank
@@ Property / cites work @@
+Dynamic Asset Allocation in a Mean-Variance Framework
+Normal rank
@@ Property / cites work @@
+Dynamic stochastic programming for asset-liability management
+Normal rank
@@ Property / cites work @@
+Mean-variance hedging in continuous time
@@ Property / cites work: Mean-variance hedging in continuous time / rank @@
+Normal rank
@@ Property / cites work @@
+A stochastic programming model for asset liability management of a Finnish pension company
+Normal rank
@@ Property / cites work @@
+Short Term Financial Planning under Uncertainty
@@ Property / cites work: Short Term Financial Planning under Uncertainty / rank @@
+Normal rank
@@ Property / cites work @@
+A geometric approach to multiperiod mean variance optimization of assets and liabilities
+Normal rank
@@ Property / cites work @@
+Optimal Dynamic Portfolio Selection: Multiperiod Mean-Variance Formulation
+Normal rank
@@ Property / cites work @@
+Dynamic Mean-Variance Portfolio Selection with No-Shorting Constraints
+Normal rank
@@ Property / cites work @@
+Linking strategic and tactical planning systems for asset and liability management
+Normal rank
@@ Property / cites work @@
+The AURORA financial management system: Model and parallel implementation design
+Normal rank
@@ Property / cites work @@
+Variance-Optimal Hedging in Discrete Time
@@ Property / cites work: Variance-Optimal Hedging in Discrete Time / rank @@
+Normal rank
@@ Property / cites work @@
+Markowitz Revisited: Mean-Variance Models in Financial Portfolio Analysis
+Normal rank
@@ Property / cites work @@
+Optimal portfolio choice under a liability constraint
+Normal rank
@@ Property / cites work @@
+Continuous-time mean-variance portfolio selection: a stochastic LQ framework
+Normal rank