Better than optimal mean-variance portfolio policy in multi-period asset-liability management problem (Q2661546)
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English | Better than optimal mean-variance portfolio policy in multi-period asset-liability management problem |
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Better than optimal mean-variance portfolio policy in multi-period asset-liability management problem (English)
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7 April 2021
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mean-variance model
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free cash flow stream
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wealth threshold
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asset-liability management
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