A mean-field formulation for multi-period asset–liability mean–variance portfolio selection with an uncertain exit time
Xiangyu Cui, Xun Li, Xianping Wu & Lan Yi
| Year of publication: |
2018
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|---|---|
| Authors: | Cui, Xiangyu ; Li, Xun ; Wu, Xianping ; Yi, Lan |
| Published in: |
Journal of the Operational Research Society. - London : Taylor and Francis, ISSN 1476-9360, ZDB-ID 2007775-0. - Vol. 69.2018, 4, p. 487-499
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| Subject: | Mean-field formulation | multi-period portfolio selection | asset–liability management | uncertain exit time | Theorie | Theory | Portfolio-Management | Portfolio selection |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1057/s41274-017-0232-5 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012225172