Markowitz’s mean–variance asset–liability management with regime switching: A time-consistent approach

✍ Scribed by Wei, J.; Wong, K.C.; Yam, S.C.P.; Yung, S.P.

• Book ID: 121333639
• Publisher: Elsevier Science
• Year: 2013
• Tongue: English
• Weight: 666 KB
• Volume: 53
• Category: Article
• ISSN: 0167-6687
• DOI: 10.1016/j.insmatheco.2013.05.008