"Mean-variance asset-liability management: Cointegrated assets and ..."

Mei Choi Chiu, Hoi Ying Wong (2012)

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DOI: 10.1016/J.EJOR.2012.07.009

access: closed

type: Journal Article

metadata version: 2020-02-21

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Mei Choi Chiu, Hoi Ying Wong:
Mean-variance asset-liability management: Cointegrated assets and insurance liability. Eur. J. Oper. Res. 223(3): 785-793 (2012)

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