Asset and liability management under a continuous-time mean–variance optimization framework
Year of publication: |
2006
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Authors: | Chiu, Mei Choi ; Li, Duan |
Published in: |
Insurance / Mathematics & economics. - Amsterdam : North Holland Publ. Co, ISSN 0167-6687, ZDB-ID 8864x. - Vol. 39.2006, 3, p. 330-355
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