%0 Journal Article %1 Leippold2004 %A Leippold, Markus %A Trojani, Fabio %A Vanini, Paolo %D 2004 %J Journal of Economic Dynamics and Control %K Assets and liabilities portfolios %N 6 %P 1079--1113 %T A geometric approach to multiperiod mean variance optimization of assets and liabilities %U http://www.sciencedirect.com/science/article/B6V85-48GP7VJ-2/1/a32baf5efc68a9b0ab2ec65d8471b33e %V 28

@article{Leippold2004, added-at = {2008-04-22T15:17:45.000+0200}, author = {Leippold, Markus and Trojani, Fabio and Vanini, Paolo}, biburl = {https://www.bibsonomy.org/bibtex/27097895d44dd2d7fd20e5b946bf91d0f/smicha}, interhash = {c374b8aece9cbbf44da6adcb0d199386}, intrahash = {7097895d44dd2d7fd20e5b946bf91d0f}, journal = {Journal of Economic Dynamics and Control}, keywords = {Assets and liabilities portfolios}, month = Mar, number = 6, pages = {1079--1113}, timestamp = {2008-04-22T15:30:35.000+0200}, title = {A geometric approach to multiperiod mean variance optimization of assets and liabilities}, url = {http://www.sciencedirect.com/science/article/B6V85-48GP7VJ-2/1/a32baf5efc68a9b0ab2ec65d8471b33e}, volume = 28, year = 2004 }