Robust optimal asset-liability management with penalization on ambiguity (Q2165793): Difference between revisions
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Revision as of 23:41, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Robust optimal asset-liability management with penalization on ambiguity |
scientific article |
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Robust optimal asset-liability management with penalization on ambiguity (English)
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23 August 2022
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ambiguity aversion
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asset-liability management
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robust optimal control
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utility maximization criterion
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tracking the benchmark
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