Title of article
A geometric approach to multiperiod mean variance optimization of assets and liabilities
Author/Authors
Markus Leippold، نويسنده , , Fabio Trojani، نويسنده , , Paolo Vanini، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2004
Pages
35
From page
1079
To page
1113
Keywords
Minimum-variance frontiers , Assets and liabilities portfolios , Markowitzmodel , Dynamic Programming
Journal title
Journal of Economic Dynamics and Control
Serial Year
2004
Journal title
Journal of Economic Dynamics and Control
Record number
238666
Link To Document