Intertemporal surplus management (Q951511): Difference between revisions
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| Property / cites work: Formulation of the Russell-Yasuda Kasai Financial Planning Model / rank | |||
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| Property / cites work: Optimum consumption and portfolio rules in a continuous-time model / rank | |||
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| Property / cites work: An Intertemporal Capital Asset Pricing Model / rank | |||
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Revision as of 18:08, 28 June 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Intertemporal surplus management |
scientific article |
Statements
Intertemporal surplus management (English)
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24 October 2008
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asset
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beta
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funding ratio
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HARA utility function
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hedge portfolio
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intertemporal capital asset pricing model
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Itô process
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\(J\)-function
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liabilities
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log utility function
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safety first
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shortfall risk
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state variable
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surplus management
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