Optimal investment for asset-liability management with delay and partial information under Ornstein-Uhlenbeck process
Dengsheng Chen, Wensheng Yang, Chengben Wang
| Year of publication: |
2024
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|---|---|
| Authors: | Chen, Dengsheng ; Yang, Wensheng ; Wang, Chengben |
| Published in: |
Pacific-Basin finance journal. - Amsterdam [u.a.] : Elsevier, ISSN 0927-538X, ZDB-ID 2013015-6. - Vol. 86.2024, Art.-No. 102402, p. 1-14
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| Subject: | Asset-liability management | Delay | Partial information | Ornstein-Uhlenbeck processes | Theorie | Theory | Stochastischer Prozess | Stochastic process | Portfolio-Management | Portfolio selection | Unvollkommene Information | Incomplete information | Bilanzstrukturmanagement |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.pacfin.2024.102402 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015095152