A geometric approach to multiperiod mean variance optimization of assets and liabilities
| Year of publication: |
2004
|
|---|---|
| Authors: | Leippold, Markus ; Trojani, Fabio ; Vanini, Paolo |
| Published in: |
Journal of Economic Dynamics and Control. - Elsevier, ISSN 0165-1889. - Vol. 28.2004, 6, p. 1079-1113
|
| Publisher: |
Elsevier |