Research A Geometric Approach to Multiperiod Mean Variance Optimization of Assets and Liabilities Read more
Publicationdate 01/01/2004 Publisher with M. Leippold and P. Vanini | Journal of Economic Dynamics and Control, 2004, Volume 28, 1079 - 1113 Category Publications
Publicationdate 01/01/2004 Publisher with M. Leippold and P. Vanini | Journal of Economic Dynamics and Control, 2004, Volume 28, 1079 - 1113 Category Publications