Open-loop equilibrium strategy for mean-variance asset-liability management portfolio selection problem with debt ratio (Q2186907)
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scientific article; zbMATH DE number 7210561
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| English | Open-loop equilibrium strategy for mean-variance asset-liability management portfolio selection problem with debt ratio |
scientific article; zbMATH DE number 7210561 |
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Open-loop equilibrium strategy for mean-variance asset-liability management portfolio selection problem with debt ratio (English)
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10 June 2020
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mean-variance
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asset-liability
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debt ratio
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equilibrium strategy
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FBSDEs
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0.8591725826263428
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0.8164997696876526
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0.8164989948272705
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0.8084315657615662
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