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 :
https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=238666
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