Markowitz's Mean-Variance Asset–Liability Management with Regime Switching: A Multi-Period Model (Q3004474)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Markowitz's Mean-Variance Asset–Liability Management with Regime Switching: A Multi-Period Model |
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Markowitz's Mean-Variance Asset–Liability Management with Regime Switching: A Multi-Period Model (English)
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3 June 2011
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discrete time
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multi-period
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regime switching
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Markov chain
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asset-liability management
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protfolio selection
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efficient frontier
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