Markowitz’s mean-variance asset-liability management with regime switching: A continuous-time model
| Year of publication: |
2008
|
|---|---|
| Authors: | Chen, Ping ; Yang, Hailiang ; Yin, George |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : North Holland Publ. Co, ISSN 0167-6687, ZDB-ID 8864x. - Vol. 43.2008, 3, p. 456-466
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