Multi-period portfolio selection for asset-liability management with uncertain investment horizon (Q1018907)
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scientific article; zbMATH DE number 5557080
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| English | Multi-period portfolio selection for asset-liability management with uncertain investment horizon |
scientific article; zbMATH DE number 5557080 |
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Multi-period portfolio selection for asset-liability management with uncertain investment horizon (English)
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26 May 2009
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uncertain investment horizon
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asset-liability(AL) management
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multi-period mean-variance formulation
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dynamic programming
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optimal investment strategy
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0.8227577805519104
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0.8160054087638855
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0.8159493803977966
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0.8126395344734192
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