Continuous-time mean–variance asset–liability management with endogenous liabilities
Year of publication: |
2013
|
---|---|
Authors: | Yao, Haixiang ; Lai, Yongzeng ; Li, Yong |
Published in: |
Insurance / Mathematics & economics. - Amsterdam : North Holland Publ. Co, ISSN 0167-6687, ZDB-ID 8864x. - Vol. 52.2013, 1, p. 6-17
|
Saved in:
Saved in favorites
Similar items by person
-
Continuous-time mean-variance asset-liability management with endogenous liabilities
Yao, Haixiang, (2013)
-
Continuous-time mean–variance asset–liability management with endogenous liabilities
Yao, Haixiang, (2013)
-
Mean-CVaR portfolio selection : a nonparametric estimation framework
Yao, Haixiang, (2013)
- More ...