Asset and liability management with no-shorting constraints of an insurance company (Q4902078)
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scientific article; zbMATH DE number 6130455
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Asset and liability management with no-shorting constraints of an insurance company |
scientific article; zbMATH DE number 6130455 |
Statements
24 January 2013
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mean-variance portfolio selection
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asset and liability management
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short-selling prohibition
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dynamic programming
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viscosity super-solution
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efficient frontier
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0.8365975022315979
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0.8042629361152649
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0.7858729362487793
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0.7858322858810425
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0.7801579236984253
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