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Open-loop equilibrium strategy for mean-variance asset-liability management portfolio selection problem with debt ratio.
Jiannan Zhang
Ping Chen
Zhuo Jin
Shuanming Li
Published in:
J. Comput. Appl. Math. (2020)
Keyphrases
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open loop
closed loop
asset liability management
portfolio selection
control system
feedback control
inverted pendulum
stochastic programming
data mining
linear program
real time
short term
control algorithm
stability analysis