Open AccessMulti-period portfolio selection for asset-liability management with uncertain investment horizon
Author(s) -
Lan Yi,
Zhongfei Li,
Duan Li
Publication year - 2008
Publication title -
journal of industrial and management optimization
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.325
H-Index - 32
eISSN - 1553-166X
pISSN - 1547-5816
DOI - 10.3934/jimo.2008.4.535
Subject(s) - efficient frontier , investment (military) , portfolio , asset (computer security) , variance (accounting) , time horizon , horizon , investment strategy , liability , economics , selection (genetic algorithm) , econometrics , actuarial science , computer science , microeconomics , financial economics , mathematics , finance , geometry , computer security , artificial intelligence , politics , political science , law , profit (economics) , accounting