Optimal portfolio selection with liability management and Markov switching under constrained variance (Q636696): Difference between revisions
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Revision as of 05:49, 9 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal portfolio selection with liability management and Markov switching under constrained variance |
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Optimal portfolio selection with liability management and Markov switching under constrained variance (English)
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28 August 2011
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portfolio selection
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mean-variance model
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liability management
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Markov switching
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constrained variance
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