Optimal asset--liability management with constraints: A dynamic programming approach (Q2489174)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal asset--liability management with constraints: A dynamic programming approach |
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Optimal asset--liability management with constraints: A dynamic programming approach (English)
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16 May 2006
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Portfolio optimization
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Asset-liability management
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Transaction costs
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Dynamic programming
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