Multiperiod mean-variance efficient portfolios with endogenous liabilities (Q4911228): Difference between revisions
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Revision as of 18:58, 5 March 2024
scientific article; zbMATH DE number 6144875
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multiperiod mean-variance efficient portfolios with endogenous liabilities |
scientific article; zbMATH DE number 6144875 |
Statements
Multiperiod mean-variance efficient portfolios with endogenous liabilities (English)
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14 March 2013
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risk management
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strategic allocation
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asset liability modelling
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control and optimization
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calculus in finance
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