Multi-period mean–variance asset–liability management with uncontrolled cash flow and uncertain time-horizon

✍ Scribed by Yao, Haixiang; Zeng, Yan; Chen, Shumin

• Book ID: 119942856
• Publisher: Elsevier Science
• Year: 2013
• Tongue: English
• Weight: 384 KB
• Volume: 30
• Category: Article
• ISSN: 0264-9993
• DOI: 10.1016/j.econmod.2012.10.004