Dynamic asset–liability management in a Markov market with stochastic cash flows (Q4554228): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1080/14697688.2016.1151070 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2342910209 / rank | |||
Normal rank | |||
Revision as of 00:42, 20 March 2024
scientific article; zbMATH DE number 6976826
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Dynamic asset–liability management in a Markov market with stochastic cash flows |
scientific article; zbMATH DE number 6976826 |
Statements
Dynamic asset–liability management in a Markov market with stochastic cash flows (English)
0 references
13 November 2018
0 references
stochastic cash flow
0 references
asset-liability management
0 references
multi-period mean-variance model
0 references
Markov regime-switching
0 references
efficient investment strategy
0 references
