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Nash equilibrium strategy for a multi-period mean-variance portfolio selection problem with regime switching
Wu, Huiling; Chen, Hua - In: Economic modelling 46 (2015), pp. 79-90
Persistent link: https://www.econbiz.de/10011436534
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Multi-period Markowitz's mean-variance portfolio selection with state-dependent exit probability
Wu, Huiling; Zeng, Yan; Yao, Haixiang - In: Economic modelling 36 (2014), pp. 69-78
Persistent link: https://www.econbiz.de/10010412027
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Optimal investment and consumption strategies with state-dependent utility functions and uncertain time-horizon
Zeng, Yan; Wu, Huiling; Lai, Yongzeng - In: Economic modelling 33 (2013), pp. 462-470
Persistent link: https://www.econbiz.de/10010192881