Optimal dynamic asset-liability management with stochastic interest rates and inflation risks (Q1681707): Difference between revisions
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Revision as of 19:15, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal dynamic asset-liability management with stochastic interest rates and inflation risks |
scientific article |
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Optimal dynamic asset-liability management with stochastic interest rates and inflation risks (English)
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24 November 2017
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asset-liability management
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expected utility maximization
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stochastic interest rate
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inflation risk
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optimal investment strategy
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