Continuous-time mean-variance asset-liability management with endogenous liabilities (Q2252274)
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scientific article; zbMATH DE number 6317656
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Continuous-time mean-variance asset-liability management with endogenous liabilities |
scientific article; zbMATH DE number 6317656 |
Statements
Continuous-time mean-variance asset-liability management with endogenous liabilities (English)
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16 July 2014
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endogenous liabilities
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mean-variance
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asset-liability management
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efficient frontier
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Hamilton-Jacobi-Bellman equation
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0.8424091935157776
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0.8343069553375244
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0.8296076655387878
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0.819438099861145
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0.8082793354988098
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