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Mean-variance portfolio selection with only risky assets under regime switching
Zhang, Miao; Chen, Ping; Yao, Haixiang - In: Economic modelling 62 (2017), pp. 35-42
Persistent link: https://www.econbiz.de/10011813158
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Multi-period defined contribution pension funds investment management with regime-switching and mortality risk
Yao, Haixiang; Chen, Ping; Li, Xun - In: Insurance / Mathematics & economics 71 (2016), pp. 103-113
Persistent link: https://www.econbiz.de/10011630616
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Mean-variance portfolio selection with regime switching under shorting prohibition
Zhang, Miao; Chen, Ping - In: Operations research letters 44 (2016) 5, pp. 658-662
Persistent link: https://www.econbiz.de/10011596620