Time-consistent portfolio policy for asset-liability mean-variance model with state-dependent risk aversion (Q1655930): Difference between revisions
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Revision as of 04:13, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Time-consistent portfolio policy for asset-liability mean-variance model with state-dependent risk aversion |
scientific article |
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Time-consistent portfolio policy for asset-liability mean-variance model with state-dependent risk aversion (English)
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10 August 2018
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state-dependent risk aversion
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asset-liability mean-variance model
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time-consistent portfolio policy
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