Optimal portfolio selection with liability management and Markov switching under constrained variance (Q636696)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Optimal portfolio selection with liability management and Markov switching under constrained variance |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal portfolio selection with liability management and Markov switching under constrained variance |
scientific article |
Statements
Optimal portfolio selection with liability management and Markov switching under constrained variance (English)
0 references
28 August 2011
0 references
portfolio selection
0 references
mean-variance model
0 references
liability management
0 references
Markov switching
0 references
constrained variance
0 references
0 references
0 references
0 references
0 references
0 references
