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~isPartOf:"Economic modelling"
~person:"Wu, Huiling"
~subject:"Optimal investment and consumption strategies"
~subject:"Portfolio selection"
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Optimal investment and consumption strategies
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Wu, Huiling
Prigent, Jean-Luc
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Yang, Chunpeng
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Yao, Haixiang
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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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2
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
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