Stochastic control for multiperiod mean-variance asset-liability management (Q2992528)
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scientific article; zbMATH DE number 6611338
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Stochastic control for multiperiod mean-variance asset-liability management |
scientific article; zbMATH DE number 6611338 |
Statements
10 August 2016
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multiperiod portfolio optimization
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stochastic control systems
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asset-liability management
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mean-field formulation
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finance applications
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Stochastic control for multiperiod mean-variance asset-liability management (English)
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0.90844095
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0.90306306
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0.9018345
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0.89788264
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0.89740914
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0.8969606
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0.89424086
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0.8900144
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