Mean–variance asset–liability management: Cointegrated assets and insurance liability

Mei Choi CHIU, Hoi Ying WONG

Research output: Contribution to journalArticlespeer-review

51 Citations (Scopus)

Fingerprint

Dive into the research topics of 'Mean–variance asset–liability management: Cointegrated assets and insurance liability'. Together they form a unique fingerprint.

Keyphrases

Economics, Econometrics and Finance