Optimal asset-liability management with liquidity constraints and stochastic interest rates in the expected utility framework (Q508009)
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| Language | Label | Description | Also known as |
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| English | Optimal asset-liability management with liquidity constraints and stochastic interest rates in the expected utility framework |
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Optimal asset-liability management with liquidity constraints and stochastic interest rates in the expected utility framework (English)
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9 February 2017
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asset-liability management
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liquidity constraint
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stochastic interest rate
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utility maximization criterion
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verification theorem
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optimal investment strategy
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