Multiperiod mean-variance efficient portfolios with endogenous liabilities (Q4911228)
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scientific article; zbMATH DE number 6144875
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| English | Multiperiod mean-variance efficient portfolios with endogenous liabilities |
scientific article; zbMATH DE number 6144875 |
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Multiperiod mean-variance efficient portfolios with endogenous liabilities (English)
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14 March 2013
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risk management
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strategic allocation
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asset liability modelling
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control and optimization
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calculus in finance
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0.8777227997779846
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0.8082793354988098
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0.7917718291282654
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0.7867476344108582
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