A mean-field formulation for multi-period asset-liability mean-variance portfolio selection with probability constraints (Q1716940)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 7012475
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | A mean-field formulation for multi-period asset-liability mean-variance portfolio selection with probability constraints |
scientific article; zbMATH DE number 7012475 |
Statements
A mean-field formulation for multi-period asset-liability mean-variance portfolio selection with probability constraints (English)
0 references
5 February 2019
0 references
mean-field formulation
0 references
multi-period portfolio selection
0 references
asset-liability management
0 references
probability constraints
0 references
optimal strategy
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0.8384904861450195
0 references
0.8192278146743774
0 references
0.8094655275344849
0 references
0.8075494170188904
0 references
0.7929447889328003
0 references
