Mean-variance principle of managing cointegrated risky assets and random liabilities (Q2376744)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Mean-variance principle of managing cointegrated risky assets and random liabilities |
scientific article |
Statements
Mean-variance principle of managing cointegrated risky assets and random liabilities (English)
0 references
24 June 2013
0 references
asset-liability management
0 references
cointegration
0 references
mean-variance portfolio
0 references
