Asset and liability management under a continuous-time mean-variance optimization framework (Q860504)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asset and liability management under a continuous-time mean-variance optimization framework |
scientific article |
Statements
Asset and liability management under a continuous-time mean-variance optimization framework (English)
0 references
9 January 2007
0 references
asset-liability management
0 references
portfolio selection
0 references
efficient frontier
0 references
linear-quadratic control
0 references
0 references
