Mean-variance principle of managing cointegrated risky assets and random liabilities (Q2376744)
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scientific article; zbMATH DE number 6180149
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| default for all languages | No label defined |
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| English | Mean-variance principle of managing cointegrated risky assets and random liabilities |
scientific article; zbMATH DE number 6180149 |
Statements
Mean-variance principle of managing cointegrated risky assets and random liabilities (English)
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24 June 2013
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asset-liability management
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cointegration
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mean-variance portfolio
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0.8739383220672607
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0.8485805988311768
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0.7834384441375732
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0.7801300883293152
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