Mean-variance asset-liability management: cointegrated assets and insurance liability (Q2253397)
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scientific article; zbMATH DE number 6321855
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| English | Mean-variance asset-liability management: cointegrated assets and insurance liability |
scientific article; zbMATH DE number 6321855 |
Statements
Mean-variance asset-liability management: cointegrated assets and insurance liability (English)
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27 July 2014
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asset-liability management
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cointegration
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mean-variance portfolio theory
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0.8739383220672607
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0.8549829721450806
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0.796109139919281
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0.7769294381141663
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