Optimal mean-variance asset-liability management with stochastic interest rates and inflation risks (Q2407990): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal mean-variance asset-liability management with stochastic interest rates and inflation risks |
scientific article |
Statements
Optimal mean-variance asset-liability management with stochastic interest rates and inflation risks (English)
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9 October 2017
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asset-liability management
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mean-variance framework
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stochastic interest rate
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inflation risk
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efficient investment strategy
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efficient frontier
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