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

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+Dynamic Asset Allocation in a Mean-Variance Framework
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+Dynamic stochastic programming for asset-liability management
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+Mean-variance hedging in continuous time
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+Linking strategic and tactical planning systems for asset and liability management
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+Variance-Optimal Hedging in Discrete Time
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+Markowitz Revisited: Mean-Variance Models in Financial Portfolio Analysis
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+Optimal portfolio choice under a liability constraint
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+Continuous-time mean-variance portfolio selection: a stochastic LQ framework
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