Optimal mean-variance asset-liability management with stochastic interest rates and inflation risks.

Jian Pan Qingxian Xiao

Published in: Math. Methods Oper. Res. (2017)

Keyphrases

asset liability management
stochastic programming
financial institutions
linear program
optimal solution
risk management
artificial intelligence
decision making
dynamic programming
multistage
optimal strategy
social networks
lower bound
open source