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 14 items.
- Mean-variance portfolio selection of cointegrated assets (Q550847) (← links)
- Continuous time mean variance asset allocation: a time-consistent strategy (Q621709) (← links)
- Optimal portfolio selection with liability management and Markov switching under constrained variance (Q636696) (← links)
- Asset-liability management under benchmark and mean-variance criteria in a jump diffusion market (Q646757) (← links)
- Continuous-time mean-variance portfolio selection with liability and regime switching (Q659108) (← links)
- Optimal asset allocation for a general portfolio of life insurance policies (Q659221) (← links)
- A benchmarking approach to optimal asset allocation for insurers and pension funds (Q659228) (← links)
- Numerical solution of the Hamilton-Jacobi-Bellman formulation for continuous time mean variance asset allocation (Q846513) (← links)
- Asset-liability management under the safety-first principle (Q846949) (← links)
- Continuous-time portfolio selection with liability: mean-variance model and stochastic LQ approach (Q931178) (← links)
- Applying simulation optimization to the asset allocation of a property-casualty insurer (Q992636) (← links)
- Mean-variance portfolio and contribution selection in stochastic pension funding (Q2426564) (← links)
- Markowitz's mean-variance asset-liability management with regime switching: a continuous-time model (Q2518552) (← links)
- COMPARISON OF MEAN VARIANCE LIKE STRATEGIES FOR OPTIMAL ASSET ALLOCATION PROBLEMS (Q2882690) (← links)