Continuous-time mean-variance portfolio selection with liability and regime switching
Year of publication: |
2009
|
---|---|
Authors: | Xie, Shuxiang |
Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 45.2009, 1, p. 148-155
|
Subject: | Portfolio-Management | Portfolio selection | Theorie | Theory |
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