Markowitz's Mean-Variance Asset-Liability Management with Regime Switching: A Multi-Period Model
| Year of publication: |
2011
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|---|---|
| Authors: | Chen, Ping ; Yang, Hailiang |
| Published in: |
Applied mathematical finance. - London : Routledge, ISSN 1350-486X, ZDB-ID 12824094. - Vol. 18.2011, 1, p. 29-51
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