Optimal asset-liability management with liquidity constraints and stochastic interest rates in the expected utility framework (Q508009)
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scientific article; zbMATH DE number 6682811
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| English | Optimal asset-liability management with liquidity constraints and stochastic interest rates in the expected utility framework |
scientific article; zbMATH DE number 6682811 |
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Optimal asset-liability management with liquidity constraints and stochastic interest rates in the expected utility framework (English)
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9 February 2017
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asset-liability management
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liquidity constraint
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stochastic interest rate
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utility maximization criterion
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verification theorem
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optimal investment strategy
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0.8743850588798523
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0.8508992195129395
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0.8140667080879211
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0.8102250099182129
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0.8074843287467957
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