Multiperiod mean-variance efficient portfolios with endogenous liabilities (Q4911228)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 6144875
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Multiperiod mean-variance efficient portfolios with endogenous liabilities |
scientific article; zbMATH DE number 6144875 |
Statements
Multiperiod mean-variance efficient portfolios with endogenous liabilities (English)
0 references
14 March 2013
0 references
risk management
0 references
strategic allocation
0 references
asset liability modelling
0 references
control and optimization
0 references
calculus in finance
0 references
0 references
0 references
0.8777227997779846
0 references
0.8082793354988098
0 references
0.7917718291282654
0 references
0.7867476344108582
0 references
