A geometric approach to multiperiod mean variance optimization of assets and liabilities
Year of publication: |
2004
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Authors: | Leippold, Markus ; Trojani, Fabio ; Vanini, Paolo |
Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 7174093. - Vol. 28.2004, 6, p. 1079-1114
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