Markowitz’s mean-variance asset-liability management with regime switching : a time-consistent approach
Year of publication: |
2013
|
---|---|
Authors: | Wei, J. ; Wong, K. C. ; Yam, Sheung Chi Phillip ; Yung, S. P. |
Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 53.2013, 1, p. 281-291
|
Subject: | Portfolio-Management | Portfolio selection | Theorie | Theory | Zeitkonsistenz | Time consistency |
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