A geometric approach to multiperiod mean variance optimization of assets and liabilities (Q951516)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A geometric approach to multiperiod mean variance optimization of assets and liabilities |
scientific article |
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A geometric approach to multiperiod mean variance optimization of assets and liabilities (English)
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24 October 2008
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assets and liabilities portfolios
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minimum-variance frontiers
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dynamic programming
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Markowitz model
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