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Asset allocation strategies in the presence of liability constraints

Asset allocation strategies in the presence of liability constraints

Cousin, Areski; Jiao, Ying; Robert, Christian Y.; Zerbib, Olivier David
  • 期刊名称Insurance: Mathematics and Economics
  • 作者Cousin, Areski; Jiao, Ying; Robert, Christian Y.; Zerbib, Olivier David
  • 印刷ISSN0167-6687
  • 文件大小434.99KB
  • 发表时间2016-7
  • DOI10.1016/j.insmatheco.2016.06.020
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