@article{publication-8808,
	author={Trojani, Fabio and Leippold, Markus and Vanini, Paolo},
	doi={10.1016/S0165-1889(03)00067-8},
	issn={0165-1889},
	journal={Journal of Economic Dynamics and Control},
	number=6,
	pages={1079-1113},
	publisher={Elsevier},
	title={A Geometric Approach to Multiperiod Mean-Variance Optimization of Assets and Liabilities},
	volume=28,
	year=2004,
}