Optimal asset--liability management with constraints: A dynamic programming approach (Q2489174)
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scientific article; zbMATH DE number 5023457
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| English | Optimal asset--liability management with constraints: A dynamic programming approach |
scientific article; zbMATH DE number 5023457 |
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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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0.7773482203483582
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0.772942841053009
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0.7656576037406921
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