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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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Multi-period asset-liability management with cash flows and probability constraints : a mean-field formulation approach
Li, Xun; Wu, Xianping; Yao, Haixiang - In: Journal of the Operational Research Society 71 (2020) 10, pp. 1563-1580
Persistent link: https://www.econbiz.de/10012314367