Continuous-time mean-variance portfolio selection with liability and regime switching
Shuxiang Xie
| Year of publication: |
2009
|
|---|---|
| Authors: | Xie, Shuxiang |
| Published in: |
Insurance. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 45.2009, 1, p. 148-155
|
| Subject: | Portfolio-Management | Portfolio selection | Theorie | Theory | Haftung | Liability |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009517587