✦ LIBER ✦

Mean-variance principle of managing cointegrated risky assets and random liabilities

✍ Scribed by Chiu, Mei Choi; Wong, Hoi Ying

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Mean–variance asset–liability management

✍ Chiu, Mei Choi; Wong, Hoi Ying 📂 Article 📅 2012 🏛 Elsevier Science 🌐 English ⚖ 347 KB

A geometric approach to multiperiod mean

✍ Markus Leippold; Fabio Trojani; Paolo Vanini 📂 Article 📅 2004 🏛 Elsevier Science 🌐 English ⚖ 635 KB

Asset-liability management under benchma

✍ Yan Zeng; Zhongfei Li 📂 Article 📅 2011 🏛 Academy of Mathematics and Systems Science, Chines 🌐 English ⚖ 199 KB

Multi-period mean–variance asset–liabili

✍ Yao, Haixiang; Zeng, Yan; Chen, Shumin 📂 Article 📅 2013 🏛 Elsevier Science 🌐 English ⚖ 384 KB

MEAN VARIANCE PREFERENCES, EXPECTATIONS

✍ Volker Böhm; Carl Chiarella 📂 Article 📅 2005 🏛 John Wiley and Sons 🌐 English ⚖ 480 KB