Optimal asset--liability management with constraints: A dynamic programming approach (Q2489174)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 5023457
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Optimal asset--liability management with constraints: A dynamic programming approach |
scientific article; zbMATH DE number 5023457 |
Statements
Optimal asset--liability management with constraints: A dynamic programming approach (English)
0 references
16 May 2006
0 references
Portfolio optimization
0 references
Asset-liability management
0 references
Transaction costs
0 references
Dynamic programming
0 references
0 references
0.7773482203483582
0 references
0.772942841053009
0 references
0.7656576037406921
0 references
