Mean-variance asset-liability management : cointegrated assets and insurance liability
Year of publication: |
2012
|
---|---|
Authors: | Chiu, Mei Choi ; Wong, Hoi Ying |
Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 243003-4. - Vol. 223.2012, 3 (16.12.), p. 785-793
|
Subject: | Theorie | Theory | Portfolio-Management | Portfolio selection | Kointegration | Cointegration | Versicherung | Insurance |
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