A mean-field formulation for multi-period asset-liability mean-variance portfolio selection with probability constraints
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发表刊物:Journal of Industrial and Management Optimization
合写作者:Zhongfei Li,Xun Li
第一作者:Xianping Wu
卷号:14
期号:1
页面范围:249-265
是否译文:否
发表时间:2018-02-01