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type_genre:"Biographie"
type_genre:"Sammelwerk"
~isPartOf:"Journal of the Operational Research Society"
~person:"Cui, Xiangyu"
~source:"econis"
~subject:"Portfolio selection"
~type_genre:"Aufsatz in Zeitschrift"
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Portfolio selection
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asset–liability management
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market with all risky assets
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Cui, Xiangyu
Guijarro Martinez, Francisco
2
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Journal of the Operational Research Society
European journal of operational research : EJOR
2
Journal of the Operational Research Society : OR
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Operations research
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ECONIS (ZBW)
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Time consistent in efficiency dynamic mean-variance policy
Shi, Yun
;
Li, Duan
;
Cui, Xiangyu
- In:
Journal of the Operational Research Society
74
(
2023
)
1
,
pp. 195-208
Persistent link: https://www.econbiz.de/10014231704
Saved in:
2
A mean-field formulation for multi-period asset–liability mean–variance portfolio selection with an uncertain exit time
Cui, Xiangyu
;
Li, Xun
;
Wu, Xianping
;
Yi, Lan
- In:
Journal of the Operational Research Society
69
(
2018
)
4
,
pp. 487-499
Persistent link: https://www.econbiz.de/10012225172
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