The impact of general correlation under multi-period mean-variance asset-liability portfolio management (Q6594990)
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scientific article; zbMATH DE number 7903330
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| English | The impact of general correlation under multi-period mean-variance asset-liability portfolio management |
scientific article; zbMATH DE number 7903330 |
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The impact of general correlation under multi-period mean-variance asset-liability portfolio management (English)
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29 August 2024
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asset-liability management
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dynamic programming
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mean-variance
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multi-period portfolio
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stochastic correlated returns
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0.809647262096405
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0.8005680441856384
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0.7873504757881165
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0.7786746025085449
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