A mean-field formulation for optimal multi-period asset-liability mean-variance portfolio selection with an uncertain exit time
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发表刊物:Journal of the Operational Research Society
合写作者:Xun Li,Lan Yi
第一作者:Xiangyu Cui
通讯作者:Xianping Wu
卷号:69
期号:4
页面范围:1563-1580
是否译文:否
发表时间:2018-01-10
收录刊物:SCI