Pages that link to "Item:Q860504"
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The following pages link to Asset and liability management under a continuous-time mean-variance optimization framework (Q860504):
Displayed 8 items.
- Optimal investment strategy for asset-liability management under the Heston model (Q5382938) (← links)
- Dynamic asset-liability management problem in a continuous-time model with delay (Q5863710) (← links)
- Robust optimal asset–liability management with delay and ambiguity aversion in a jump-diffusion market (Q6089801) (← links)
- A framework for treating model uncertainty in the asset liability management problem (Q6102863) (← links)
- Asset-liability management with state-dependent utility in the regime-switching market (Q6115891) (← links)
- Robust optimal asset-liability management with mispricing and stochastic factor market dynamics (Q6152696) (← links)
- Robust optimal investment strategies for mean-variance asset-liability management under 4/2 stochastic volatility models (Q6164849) (← links)
- Dynamic asset-liability management with frictions (Q6171945) (← links)