Continuous-time portfolio selection with liability: mean-variance model and stochastic LQ approach (Q931178): Difference between revisions
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Revision as of 20:53, 12 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Continuous-time portfolio selection with liability: mean-variance model and stochastic LQ approach |
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Continuous-time portfolio selection with liability: mean-variance model and stochastic LQ approach (English)
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25 June 2008
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portfolio selection
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asset-liability management
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continuous-time
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mean-variance model
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stochastic linear-quadratic control
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