"A mean-field formulation for multi-period asset-liability mean-variance ..."

Xiangyu Cui et al. (2018)

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DOI: 10.1057/S41274-017-0232-5

access: closed

type: Journal Article

metadata version: 2020-06-08

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Xiangyu Cui, Xun Li, Xianping Wu, Lan Yi:
A mean-field formulation for multi-period asset-liability mean-variance portfolio selection with an uncertain exit time. J. Oper. Res. Soc. 69(4): 487-499 (2018)

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