Robust optimal asset-liability management with penalization on ambiguity (Q2165793)

From MaRDI portal
Revision as of 23:41, 19 March 2024 by Openalex240319060354 (talk | contribs) (Set OpenAlex properties.)
scientific article
Language Label Description Also known as
English
Robust optimal asset-liability management with penalization on ambiguity
scientific article

    Statements

    Robust optimal asset-liability management with penalization on ambiguity (English)
    0 references
    0 references
    0 references
    0 references
    23 August 2022
    0 references
    0 references
    ambiguity aversion
    0 references
    asset-liability management
    0 references
    robust optimal control
    0 references
    utility maximization criterion
    0 references
    tracking the benchmark
    0 references
    0 references