Intertemporal surplus management (Q951511)
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scientific article; zbMATH DE number 5356933
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Intertemporal surplus management |
scientific article; zbMATH DE number 5356933 |
Statements
Intertemporal surplus management (English)
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24 October 2008
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asset
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beta
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funding ratio
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HARA utility function
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hedge portfolio
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intertemporal capital asset pricing model
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Itô process
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\(J\)-function
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liabilities
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log utility function
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safety first
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shortfall risk
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state variable
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surplus management
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0.8459818363189697
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0.8027883768081665
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0.7736479640007019
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0.7681335210800171
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