Multiperiod mean-variance efficient portfolios with endogenous liabilities (Q4911228): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 17:58, 5 March 2024
scientific article; zbMATH DE number 6144875
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multiperiod mean-variance efficient portfolios with endogenous liabilities |
scientific article; zbMATH DE number 6144875 |
Statements
Multiperiod mean-variance efficient portfolios with endogenous liabilities (English)
0 references
14 March 2013
0 references
risk management
0 references
strategic allocation
0 references
asset liability modelling
0 references
control and optimization
0 references
calculus in finance
0 references
