Time-consistent portfolio policy for asset-liability mean-variance model with state-dependent risk aversion (Q1655930)

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Time-consistent portfolio policy for asset-liability mean-variance model with state-dependent risk aversion
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    Time-consistent portfolio policy for asset-liability mean-variance model with state-dependent risk aversion (English)
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    10 August 2018
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    state-dependent risk aversion
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    asset-liability mean-variance model
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    time-consistent portfolio policy
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