Continuous-time mean-variance portfolio selection with liability and regime switching (Q659108): Difference between revisions
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Revision as of 20:09, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Continuous-time mean-variance portfolio selection with liability and regime switching |
scientific article |
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Continuous-time mean-variance portfolio selection with liability and regime switching (English)
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10 February 2012
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continuous-time
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mean
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variance model
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asset-liability management
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Markov chain
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linear-quadratic control
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