Stochastic control for multiperiod mean-variance asset-liability management
WU Wei-ping
GAO Jian-jun
LI Duan
Keywords：multiperiod portfolio optimizationstochastic control systemsasset-liability managementmean-field formulationfinance applications
Publication Date：2015-01-01
Online Publishing Date：2025-08-15(First online date of this platform, not the publication date of the document)
Pages：8( 1200-1207 )