Asset allocation strategies in the presence of liability constraints - Archive ouverte HAL Access content directly
Journal Articles Insurance: Mathematics and Economics Year : 2016
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hal-02006791 , version 1 (04-02-2019)

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  • HAL Id : hal-02006791 , version 1

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Christian Yann Robert, Areski Cousin, Ying Jiao, Olivier David Zerbib. Asset allocation strategies in the presence of liability constraints. Insurance: Mathematics and Economics, 2016, 70, pp.327-338. ⟨hal-02006791⟩
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