Asset and liability management under a continuous-time mean-variance optimization framework

Mathematics

• Asset Management 100%
• Continuous Time 46%
• Optimization 40%
• Framework 30%
• Efficient Frontier 27%
• Equity 25%
• Linear Quadratic Control 23%
• Stochastic Optimal Control 22%
• Optimal Control Theory 21%
• Optimal Policy 20%
• Discrepancy 17%
• Policy 17%
• Maximise 16%
• Minimise 14%
• Optimization Problem 12%

Business & Economics

• Asset and Liability Management 79%
• Mean-variance 55%
• Continuous Time 53%
• Surplus 46%
• Linear Quadratic Control 21%
• Stochastic Optimal Control 18%
• Optimal Control Theory 17%
• Investors 15%
• Efficient Frontier 15%
• Equity 15%
• Mutual Funds 13%
• Funding 13%
• Discrepancy 12%
• Optimal Policy 12%
• Optimization Problem 12%
• Liability 11%
• Wealth 10%