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Time-consistent mean-variance asset-liability management in a regime-switching jump-diffusion market
Yang, Yu
;
Wu, Yonghong
;
Wiwatanapataphee, Benchawan
- In:
Financial markets and portfolio management
34
(
2020
)
4
,
pp. 401-427
Persistent link: https://www.econbiz.de/10012309913
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2
Mean-variance asset liability management with state-dependent risk aversion
Zhang, Yan
;
Wu, Yonghong
;
Li, Shuang
;
Wiwatanapataphee, …
- In:
North American actuarial journal
21
(
2017
)
1
,
pp. 87-106
Persistent link: https://www.econbiz.de/10011857982
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