"Better than optimal mean-variance portfolio policy in multi-period ..."

Xiangyu Cui, Xun Li, Lanzhi Yang (2020)

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DOI: 10.1016/J.ORL.2020.08.010

access: closed

type: Journal Article

metadata version: 2021-09-16

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Xiangyu Cui, Xun Li, Lanzhi Yang:
Better than optimal mean-variance portfolio policy in multi-period asset-liability management problem. Oper. Res. Lett. 48(6): 693-696 (2020)

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